ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 121-212 121-107 -0-105 -0.3% 121-225
High 121-215 121-177 -0-038 -0.1% 121-265
Low 121-100 121-065 -0-035 -0.1% 121-090
Close 121-122 121-167 0-045 0.1% 121-122
Range 0-115 0-112 -0-003 -2.6% 0-175
ATR 0-116 0-115 0-000 -0.2% 0-000
Volume 530,657 467,875 -62,782 -11.8% 2,706,776
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-152 122-112 121-229
R3 122-040 122-000 121-198
R2 121-248 121-248 121-188
R1 121-208 121-208 121-177 121-228
PP 121-136 121-136 121-136 121-146
S1 121-096 121-096 121-157 121-116
S2 121-024 121-024 121-146
S3 120-232 120-304 121-136
S4 120-120 120-192 121-105
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
5 121-265 121-065 0-200 0.5% 0-116 0.3% 51% False True 568,699
10 121-300 121-065 0-235 0.6% 0-115 0.3% 43% False True 511,752
20 122-045 121-065 0-300 0.8% 0-113 0.3% 34% False True 543,585
40 122-220 121-065 1-155 1.2% 0-117 0.3% 21% False True 550,351
60 122-285 119-235 3-050 2.6% 0-120 0.3% 57% False False 600,186
80 122-285 119-235 3-050 2.6% 0-112 0.3% 57% False False 503,695
100 122-285 119-235 3-050 2.6% 0-096 0.2% 57% False False 403,794
120 122-285 119-035 3-250 3.1% 0-080 0.2% 64% False False 336,495
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-013
2.618 122-150
1.618 122-038
1.000 121-289
0.618 121-246
HIGH 121-177
0.618 121-134
0.500 121-121
0.382 121-108
LOW 121-065
0.618 120-316
1.000 120-273
1.618 120-204
2.618 120-092
4.250 119-229
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 121-152 121-159
PP 121-136 121-151
S1 121-121 121-144

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.