ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 121-160 121-212 0-052 0.1% 121-225
High 121-222 121-215 -0-007 0.0% 121-265
Low 121-145 121-100 -0-045 -0.1% 121-090
Close 121-202 121-122 -0-080 -0.2% 121-122
Range 0-077 0-115 0-038 49.4% 0-175
ATR 0-116 0-116 0-000 0.0% 0-000
Volume 471,892 530,657 58,765 12.5% 2,706,776
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-171 122-101 121-185
R3 122-056 121-306 121-154
R2 121-261 121-261 121-143
R1 121-191 121-191 121-133 121-168
PP 121-146 121-146 121-146 121-134
S1 121-076 121-076 121-111 121-054
S2 121-031 121-031 121-101
S3 120-236 120-281 121-090
S4 120-121 120-166 121-059
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-044 122-258 121-218
R3 122-189 122-083 121-170
R2 122-014 122-014 121-154
R1 121-228 121-228 121-138 121-194
PP 121-159 121-159 121-159 121-142
S1 121-053 121-053 121-106 121-018
S2 120-304 120-304 121-090
S3 120-129 120-198 121-074
S4 119-274 120-023 121-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-265 121-090 0-175 0.5% 0-111 0.3% 18% False False 541,355
10 121-300 121-090 0-210 0.5% 0-110 0.3% 15% False False 510,299
20 122-045 121-082 0-283 0.7% 0-111 0.3% 14% False False 540,290
40 122-285 120-260 2-025 1.7% 0-131 0.3% 27% False False 575,663
60 122-285 119-235 3-050 2.6% 0-120 0.3% 52% False False 613,985
80 122-285 119-235 3-050 2.6% 0-112 0.3% 52% False False 497,970
100 122-285 119-235 3-050 2.6% 0-095 0.2% 52% False False 399,115
120 122-285 119-035 3-250 3.1% 0-079 0.2% 60% False False 332,596
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-064
2.618 122-196
1.618 122-081
1.000 122-010
0.618 121-286
HIGH 121-215
0.618 121-171
0.500 121-158
0.382 121-144
LOW 121-100
0.618 121-029
1.000 120-305
1.618 120-234
2.618 120-119
4.250 119-251
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 121-158 121-156
PP 121-146 121-145
S1 121-134 121-133

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

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