ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 121-262 121-137 -0-125 -0.3% 121-152
High 121-280 121-300 0-020 0.1% 121-300
Low 121-127 121-125 -0-002 0.0% 121-122
Close 121-137 121-222 0-085 0.2% 121-222
Range 0-153 0-175 0-022 14.4% 0-178
ATR 0-113 0-117 0-004 3.9% 0-000
Volume 523,886 576,159 52,273 10.0% 2,396,216
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-101 123-016 121-318
R3 122-246 122-161 121-270
R2 122-071 122-071 121-254
R1 121-306 121-306 121-238 122-028
PP 121-216 121-216 121-216 121-237
S1 121-131 121-131 121-206 121-174
S2 121-041 121-041 121-190
S3 120-186 120-276 121-174
S4 120-011 120-101 121-126
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-109 123-023 122-000
R3 122-251 122-165 121-271
R2 122-073 122-073 121-255
R1 121-307 121-307 121-238 122-030
PP 121-215 121-215 121-215 121-236
S1 121-129 121-129 121-206 121-172
S2 121-037 121-037 121-189
S3 120-179 120-271 121-173
S4 120-001 120-093 121-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 121-122 0-178 0.5% 0-108 0.3% 56% True False 479,243
10 122-045 121-122 0-243 0.6% 0-108 0.3% 41% False False 516,495
20 122-045 121-075 0-290 0.7% 0-108 0.3% 51% False False 522,537
40 122-285 120-260 2-025 1.7% 0-126 0.3% 42% False False 573,254
60 122-285 119-235 3-050 2.6% 0-117 0.3% 62% False False 611,987
80 122-285 119-235 3-050 2.6% 0-108 0.3% 62% False False 464,532
100 122-285 119-235 3-050 2.6% 0-089 0.2% 62% False False 372,047
120 122-285 119-035 3-250 3.1% 0-075 0.2% 68% False False 310,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-084
2.618 123-118
1.618 122-263
1.000 122-155
0.618 122-088
HIGH 121-300
0.618 121-233
0.500 121-212
0.382 121-192
LOW 121-125
0.618 121-017
1.000 120-270
1.618 120-162
2.618 119-307
4.250 119-021
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 121-219 121-219
PP 121-216 121-216
S1 121-212 121-212

Download as Excel Spreadsheet

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

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