ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 121-052 121-070 0-018 0.0% 120-302
High 121-102 121-162 0-060 0.2% 121-162
Low 120-317 121-025 0-028 0.1% 120-290
Close 121-082 121-080 -0-002 0.0% 121-080
Range 0-105 0-137 0-032 30.5% 0-192
ATR 0-106 0-108 0-002 2.1% 0-000
Volume 97,496 37,324 -60,172 -61.7% 2,306,407
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-180 122-107 121-155
R3 122-043 121-290 121-118
R2 121-226 121-226 121-105
R1 121-153 121-153 121-093 121-190
PP 121-089 121-089 121-089 121-107
S1 121-016 121-016 121-067 121-052
S2 120-272 120-272 121-055
S3 120-135 120-199 121-042
S4 119-318 120-062 121-005
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-007 122-235 121-186
R3 122-135 122-043 121-133
R2 121-263 121-263 121-115
R1 121-171 121-171 121-098 121-217
PP 121-071 121-071 121-071 121-094
S1 120-299 120-299 121-062 121-025
S2 120-199 120-199 121-045
S3 120-007 120-107 121-027
S4 119-135 119-235 120-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-162 120-290 0-192 0.5% 0-101 0.3% 57% True False 461,281
10 121-190 120-290 0-220 0.6% 0-099 0.3% 50% False False 870,912
20 121-300 120-290 1-010 0.9% 0-104 0.3% 33% False False 690,606
40 122-137 120-290 1-167 1.3% 0-108 0.3% 23% False False 621,629
60 122-285 120-260 2-025 1.7% 0-119 0.3% 21% False False 635,221
80 122-285 119-235 3-050 2.6% 0-114 0.3% 48% False False 604,868
100 122-285 119-235 3-050 2.6% 0-104 0.3% 48% False False 486,042
120 122-285 119-180 3-105 2.7% 0-087 0.2% 51% False False 405,172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-104
2.618 122-201
1.618 122-064
1.000 121-299
0.618 121-247
HIGH 121-162
0.618 121-110
0.500 121-094
0.382 121-077
LOW 121-025
0.618 120-260
1.000 120-208
1.618 120-123
2.618 119-306
4.250 119-083
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 121-094 121-080
PP 121-089 121-080
S1 121-084 121-080

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

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