ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 119-282 120-065 0-102 0.3% 120-245
High 119-282 120-065 0-102 0.3% 120-245
Low 119-282 120-065 0-102 0.3% 120-025
Close 119-282 120-065 0-102 0.3% 120-025
Range
ATR 0-048 0-052 0-004 8.1% 0-000
Volume
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-065 120-065 120-065
R3 120-065 120-065 120-065
R2 120-065 120-065 120-065
R1 120-065 120-065 120-065 120-065
PP 120-065 120-065 120-065 120-065
S1 120-065 120-065 120-065 120-065
S2 120-065 120-065 120-065
S3 120-065 120-065 120-065
S4 120-065 120-065 120-065
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-118 121-292 120-146
R3 121-218 121-072 120-085
R2 120-318 120-318 120-065
R1 120-172 120-172 120-045 120-135
PP 120-098 120-098 120-098 120-080
S1 119-272 119-272 120-005 119-235
S2 119-198 119-198 119-305
S3 118-298 119-052 119-284
S4 118-078 118-152 119-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-065 119-282 0-102 0.3% 0-000 0.0% 100% True False
10 120-278 119-282 0-315 0.8% 0-000 0.0% 33% False False
20 121-062 119-282 1-100 1.1% 0-000 0.0% 24% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-065
2.618 120-065
1.618 120-065
1.000 120-065
0.618 120-065
HIGH 120-065
0.618 120-065
0.500 120-065
0.382 120-065
LOW 120-065
0.618 120-065
1.000 120-065
1.618 120-065
2.618 120-065
4.250 120-065
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 120-065 120-048
PP 120-065 120-031
S1 120-065 120-014

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

View Archives - Comment on this page... - Back to Index of Symbols