ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 121-025 121-075 0-050 0.1% 121-060
High 121-085 121-117 0-032 0.1% 121-215
Low 121-002 120-285 -0-037 -0.1% 121-015
Close 121-067 120-307 -0-080 -0.2% 121-030
Range 0-083 0-152 0-069 83.1% 0-200
ATR 0-105 0-108 0-003 3.2% 0-000
Volume 25,128 14,541 -10,587 -42.1% 150,864
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-159 122-065 121-071
R3 122-007 121-233 121-029
R2 121-175 121-175 121-015
R1 121-081 121-081 121-001 121-052
PP 121-023 121-023 121-023 121-008
S1 120-249 120-249 120-293 120-220
S2 120-191 120-191 120-279
S3 120-039 120-097 120-265
S4 119-207 119-265 120-223
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-047 122-238 121-140
R3 122-167 122-038 121-085
R2 121-287 121-287 121-067
R1 121-158 121-158 121-048 121-122
PP 121-087 121-087 121-087 121-069
S1 120-278 120-278 121-012 120-242
S2 120-207 120-207 120-313
S3 120-007 120-078 120-295
S4 119-127 119-198 120-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-215 120-285 0-250 0.6% 0-098 0.3% 9% False True 22,337
10 121-215 120-285 0-250 0.6% 0-103 0.3% 9% False True 136,322
20 121-265 120-285 0-300 0.8% 0-105 0.3% 7% False True 563,764
40 122-045 120-285 1-080 1.0% 0-106 0.3% 6% False True 542,773
60 122-285 120-260 2-025 1.7% 0-119 0.3% 7% False False 566,212
80 122-285 119-235 3-050 2.6% 0-114 0.3% 39% False False 602,122
100 122-285 119-235 3-050 2.6% 0-108 0.3% 39% False False 487,634
120 122-285 119-235 3-050 2.6% 0-093 0.2% 39% False False 406,760
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 0-024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-123
2.618 122-195
1.618 122-043
1.000 121-269
0.618 121-211
HIGH 121-117
0.618 121-059
0.500 121-041
0.382 121-023
LOW 120-285
0.618 120-191
1.000 120-133
1.618 120-039
2.618 119-207
4.250 118-279
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 121-041 121-041
PP 121-023 121-023
S1 121-005 121-005

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

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