ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 121-275 121-195 -0-080 -0.2% 122-155
High 121-300 121-245 -0-055 -0.1% 122-162
Low 121-275 121-193 -0-082 -0.2% 122-113
Close 121-275 121-218 -0-058 -0.1% 122-127
Range 0-025 0-052 0-027 110.0% 0-050
ATR 0-064 0-065 0-001 2.1% 0-000
Volume 0 1,627 1,627 3
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-056 122-029 121-246
R3 122-003 121-297 121-232
R2 121-271 121-271 121-227
R1 121-244 121-244 121-222 121-257
PP 121-218 121-218 121-218 121-225
S1 121-192 121-192 121-213 121-205
S2 121-166 121-166 121-208
S3 121-113 121-139 121-203
S4 121-061 121-087 121-189
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
5 122-162 121-193 0-290 0.7% 0-022 0.1% 9% False True 326
10 122-162 121-193 0-290 0.7% 0-011 0.0% 9% False True 163
20 122-162 120-282 1-200 1.3% 0-006 0.0% 49% False False 81
40 122-162 119-260 2-222 2.2% 0-003 0.0% 69% False False 40
60 122-162 119-260 2-222 2.2% 0-002 0.0% 69% False False 27
80 122-162 119-180 2-302 2.4% 0-001 0.0% 72% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 81 trading days
Fibonacci Retracements and Extensions
4.250 122-148
2.618 122-062
1.618 122-010
1.000 121-297
0.618 121-277
HIGH 121-245
0.618 121-225
0.500 121-219
0.382 121-213
LOW 121-193
0.618 121-160
1.000 121-140
1.618 121-108
2.618 121-055
4.250 120-289
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 121-219 121-246
PP 121-218 121-237
S1 121-218 121-227

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

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