ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 120-093 120-207 0-115 0.3% 120-002
High 120-093 120-207 0-115 0.3% 120-160
Low 120-093 120-207 0-115 0.3% 119-282
Close 120-093 120-207 0-115 0.3% 120-160
Range
ATR 0-052 0-057 0-004 8.5% 0-000
Volume
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 120-207 120-207 120-207
R3 120-207 120-207 120-207
R2 120-207 120-207 120-207
R1 120-207 120-207 120-207 120-207
PP 120-207 120-207 120-207 120-207
S1 120-207 120-207 120-207 120-207
S2 120-207 120-207 120-207
S3 120-207 120-207 120-207
S4 120-207 120-207 120-207
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-047 121-301 120-269
R3 121-169 121-103 120-214
R2 120-292 120-292 120-196
R1 120-226 120-226 120-178 120-259
PP 120-094 120-094 120-094 120-111
S1 120-028 120-028 120-142 120-061
S2 119-217 119-217 120-124
S3 119-019 119-151 120-106
S4 118-142 118-273 120-051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-207 120-065 0-142 0.4% 0-000 0.0% 100% True False
10 120-207 119-282 0-245 0.6% 0-000 0.0% 100% True False
20 121-062 119-282 1-100 1.1% 0-000 0.0% 58% 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
4.250 120-207
2.618 120-207
1.618 120-207
1.000 120-207
0.618 120-207
HIGH 120-207
0.618 120-207
0.500 120-207
0.382 120-207
LOW 120-207
0.618 120-207
1.000 120-207
1.618 120-207
2.618 120-207
4.250 120-207
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 120-207 120-188
PP 120-207 120-169
S1 120-207 120-150

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

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