ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 122-030 122-155 0-125 0.3% 122-058
High 122-030 122-155 0-125 0.3% 122-058
Low 122-030 122-155 0-125 0.3% 122-013
Close 122-030 122-155 0-125 0.3% 122-030
Range
ATR 0-059 0-064 0-005 7.9% 0-000
Volume
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-155 122-155 122-155
R3 122-155 122-155 122-155
R2 122-155 122-155 122-155
R1 122-155 122-155 122-155 122-155
PP 122-155 122-155 122-155 122-155
S1 122-155 122-155 122-155 122-155
S2 122-155 122-155 122-155
S3 122-155 122-155 122-155
S4 122-155 122-155 122-155
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-168 122-144 122-055
R3 122-123 122-099 122-042
R2 122-078 122-078 122-038
R1 122-054 122-054 122-034 122-044
PP 122-033 122-033 122-033 122-028
S1 122-009 122-009 122-026 121-319
S2 121-308 121-308 122-022
S3 121-263 121-284 122-018
S4 121-218 121-239 122-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-155 122-013 0-142 0.4% 0-000 0.0% 100% True False
10 122-155 120-282 1-193 1.3% 0-000 0.0% 100% True False
20 122-155 120-253 1-222 1.4% 0-000 0.0% 100% True False
40 122-155 119-260 2-215 2.2% 0-000 0.0% 100% True False
60 122-155 119-260 2-215 2.2% 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
4.250 122-155
2.618 122-155
1.618 122-155
1.000 122-155
0.618 122-155
HIGH 122-155
0.618 122-155
0.500 122-155
0.382 122-155
LOW 122-155
0.618 122-155
1.000 122-155
1.618 122-155
2.618 122-155
4.250 122-155
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 122-155 122-134
PP 122-155 122-113
S1 122-155 122-093

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

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