ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 121-137 121-225 0-088 0.2% 121-152
High 121-300 121-252 -0-048 -0.1% 121-300
Low 121-125 121-162 0-037 0.1% 121-122
Close 121-222 121-175 -0-047 -0.1% 121-222
Range 0-175 0-090 -0-085 -48.6% 0-178
ATR 0-117 0-115 -0-002 -1.7% 0-000
Volume 576,159 331,154 -245,005 -42.5% 2,396,216
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-146 122-091 121-224
R3 122-056 122-001 121-200
R2 121-286 121-286 121-192
R1 121-231 121-231 121-183 121-214
PP 121-196 121-196 121-196 121-188
S1 121-141 121-141 121-167 121-124
S2 121-106 121-106 121-158
S3 121-016 121-051 121-150
S4 120-246 120-281 121-126
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
5 121-300 121-125 0-175 0.4% 0-115 0.3% 29% False False 454,806
10 122-045 121-122 0-243 0.6% 0-109 0.3% 22% False False 496,071
20 122-045 121-075 0-290 0.7% 0-107 0.3% 34% False False 521,783
40 122-285 120-260 2-025 1.7% 0-126 0.3% 35% False False 567,435
60 122-285 119-235 3-050 2.6% 0-117 0.3% 57% False False 614,909
80 122-285 119-235 3-050 2.6% 0-108 0.3% 57% False False 468,602
100 122-285 119-235 3-050 2.6% 0-090 0.2% 57% False False 375,359
120 122-285 119-035 3-250 3.1% 0-075 0.2% 64% False False 312,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-314
2.618 122-168
1.618 122-078
1.000 122-022
0.618 121-308
HIGH 121-252
0.618 121-218
0.500 121-207
0.382 121-196
LOW 121-162
0.618 121-106
1.000 121-072
1.618 121-016
2.618 120-246
4.250 120-100
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 121-207 121-212
PP 121-196 121-200
S1 121-186 121-188

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.