ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 121-238 121-275 0-038 0.1% 122-155
High 121-238 121-300 0-062 0.2% 122-162
Low 121-238 121-275 0-038 0.1% 122-113
Close 121-238 121-275 0-038 0.1% 122-127
Range 0-000 0-025 0-025 0-050
ATR 0-064 0-064 0-000 -0.2% 0-000
Volume
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-038 122-022 121-289
R3 122-013 121-317 121-282
R2 121-308 121-308 121-280
R1 121-292 121-292 121-277 121-288
PP 121-283 121-283 121-283 121-281
S1 121-267 121-267 121-273 121-263
S2 121-258 121-258 121-270
S3 121-233 121-242 121-268
S4 121-208 121-217 121-261
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-284 122-256 122-155
R3 122-234 122-206 122-141
R2 122-184 122-184 122-137
R1 122-156 122-156 122-132 122-145
PP 122-134 122-134 122-134 122-129
S1 122-106 122-106 122-123 122-095
S2 122-084 122-084 122-118
S3 122-034 122-056 122-114
S4 121-304 122-006 122-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-162 121-238 0-245 0.6% 0-012 0.0% 15% False False
10 122-162 121-238 0-245 0.6% 0-006 0.0% 15% False False
20 122-162 120-282 1-200 1.3% 0-003 0.0% 60% False False
40 122-162 119-260 2-222 2.2% 0-002 0.0% 76% False False
60 122-162 119-260 2-222 2.2% 0-001 0.0% 76% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-086
2.618 122-045
1.618 122-020
1.000 122-005
0.618 121-315
HIGH 121-300
0.618 121-290
0.500 121-288
0.382 121-285
LOW 121-275
0.618 121-260
1.000 121-250
1.618 121-235
2.618 121-210
4.250 121-169
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 121-288 121-284
PP 121-283 121-281
S1 121-279 121-278

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

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