ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 121-115 121-178 0-062 0.2% 120-238
High 121-115 121-178 0-062 0.2% 121-050
Low 121-115 121-178 0-062 0.2% 120-238
Close 121-115 121-178 0-062 0.2% 121-050
Range
ATR 0-049 0-050 0-001 2.0% 0-000
Volume
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-178 121-178 121-178
R3 121-178 121-178 121-178
R2 121-178 121-178 121-178
R1 121-178 121-178 121-178 121-178
PP 121-178 121-178 121-178 121-178
S1 121-178 121-178 121-178 121-178
S2 121-178 121-178 121-178
S3 121-178 121-178 121-178
S4 121-178 121-178 121-178
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-083 122-039 121-123
R3 121-271 121-227 121-086
R2 121-138 121-138 121-074
R1 121-094 121-094 121-062 121-116
PP 121-006 121-006 121-006 121-017
S1 120-282 120-282 121-038 120-304
S2 120-193 120-193 121-026
S3 120-061 120-149 121-014
S4 119-248 120-017 120-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-178 120-285 0-213 0.5% 0-000 0.0% 100% True False
10 121-178 120-027 1-150 1.2% 0-000 0.0% 100% True False
20 121-178 119-260 1-238 1.4% 0-000 0.0% 100% True False
40 121-178 119-260 1-238 1.4% 0-000 0.0% 100% True False
60 121-178 119-180 1-318 1.6% 0-000 0.0% 100% True 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
4.250 121-178
2.618 121-178
1.618 121-178
1.000 121-178
0.618 121-178
HIGH 121-178
0.618 121-178
0.500 121-178
0.382 121-178
LOW 121-178
0.618 121-178
1.000 121-178
1.618 121-178
2.618 121-178
4.250 121-178
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 121-178 121-166
PP 121-178 121-154
S1 121-178 121-142

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

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