ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 121-230 121-245 0-015 0.0% 121-155
High 121-250 122-025 0-095 0.2% 122-025
Low 121-180 121-140 -0-040 -0.1% 121-082
Close 121-225 122-005 0-100 0.3% 122-005
Range 0-070 0-205 0-135 192.9% 0-263
ATR 0-116 0-122 0-006 5.5% 0-000
Volume 489,570 779,633 290,063 59.2% 2,934,087
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-245 123-170 122-118
R3 123-040 122-285 122-061
R2 122-155 122-155 122-043
R1 122-080 122-080 122-024 122-118
PP 121-270 121-270 121-270 121-289
S1 121-195 121-195 121-306 121-232
S2 121-065 121-065 121-287
S3 120-180 120-310 121-269
S4 119-295 120-105 121-212
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-080 123-305 122-150
R3 123-137 123-042 122-077
R2 122-194 122-194 122-053
R1 122-099 122-099 122-029 122-146
PP 121-251 121-251 121-251 121-274
S1 121-156 121-156 121-301 121-204
S2 120-308 120-308 121-277
S3 120-045 120-213 121-253
S4 119-102 119-270 121-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-025 121-082 0-263 0.7% 0-115 0.3% 92% True False 586,817
10 122-025 121-075 0-270 0.7% 0-107 0.3% 93% True False 528,580
20 122-220 121-075 1-145 1.2% 0-121 0.3% 54% False False 555,297
40 122-285 120-030 2-255 2.3% 0-126 0.3% 69% False False 617,940
60 122-285 119-235 3-050 2.6% 0-115 0.3% 72% False False 532,215
80 122-285 119-235 3-050 2.6% 0-098 0.2% 72% False False 400,367
100 122-285 119-035 3-250 3.1% 0-079 0.2% 77% False False 320,398
120 122-285 119-035 3-250 3.1% 0-066 0.2% 77% False False 266,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 124-256
2.618 123-242
1.618 123-037
1.000 122-230
0.618 122-152
HIGH 122-025
0.618 121-267
0.500 121-242
0.382 121-218
LOW 121-140
0.618 121-013
1.000 120-255
1.618 120-128
2.618 119-243
4.250 118-229
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 121-298 121-288
PP 121-270 121-251
S1 121-242 121-214

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These figures are updated between 7pm and 10pm EST after a trading day.

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