ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 121-250 121-280 0-030 0.1% 121-155
High 121-290 122-045 0-075 0.2% 122-025
Low 121-220 121-260 0-040 0.1% 121-082
Close 121-280 122-022 0-062 0.2% 122-005
Range 0-070 0-105 0-035 50.0% 0-263
ATR 0-115 0-114 -0-001 -0.6% 0-000
Volume 410,830 515,164 104,334 25.4% 2,934,087
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-317 122-275 122-080
R3 122-212 122-170 122-051
R2 122-107 122-107 122-041
R1 122-065 122-065 122-032 122-086
PP 122-002 122-002 122-002 122-013
S1 121-280 121-280 122-012 121-301
S2 121-217 121-217 122-003
S3 121-112 121-175 121-313
S4 121-007 121-070 121-284
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
5 122-045 121-140 0-225 0.6% 0-111 0.3% 90% True False 565,131
10 122-045 121-082 0-283 0.7% 0-104 0.3% 92% True False 549,020
20 122-170 121-075 1-095 1.1% 0-111 0.3% 64% False False 551,193
40 122-285 120-260 2-025 1.7% 0-123 0.3% 60% False False 604,455
60 122-285 119-235 3-050 2.6% 0-115 0.3% 74% False False 564,600
80 122-285 119-235 3-050 2.6% 0-102 0.3% 74% False False 425,875
100 122-285 119-035 3-250 3.1% 0-082 0.2% 78% False False 340,858
120 122-285 119-035 3-250 3.1% 0-068 0.2% 78% False False 284,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-171
2.618 123-000
1.618 122-215
1.000 122-150
0.618 122-110
HIGH 122-045
0.618 122-005
0.500 121-312
0.382 121-300
LOW 121-260
0.618 121-195
1.000 121-155
1.618 121-090
2.618 120-305
4.250 120-134
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 122-012 122-002
PP 122-002 121-303
S1 121-312 121-284

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

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