ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 121-127 121-187 0-060 0.2% 122-010
High 121-227 121-187 -0-040 -0.1% 122-010
Low 121-102 121-102 0-000 0.0% 121-102
Close 121-113 121-147 0-035 0.1% 121-113
Range 0-125 0-085 -0-040 -32.0% 0-228
ATR 0-069 0-071 0-001 1.6% 0-000
Volume 253 609 356 140.7% 1,880
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-081 122-039 121-194
R3 121-316 121-274 121-171
R2 121-231 121-231 121-163
R1 121-189 121-189 121-155 121-167
PP 121-146 121-146 121-146 121-135
S1 121-104 121-104 121-140 121-082
S2 121-061 121-061 121-132
S3 120-296 121-019 121-124
S4 120-211 120-254 121-101
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-224 123-076 121-238
R3 122-317 122-168 121-175
R2 122-089 122-089 121-154
R1 121-261 121-261 121-133 121-221
PP 121-182 121-182 121-182 121-162
S1 121-033 121-033 121-092 120-314
S2 120-274 120-274 121-071
S3 120-047 120-126 121-050
S4 119-139 119-218 120-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 121-102 0-198 0.5% 0-057 0.1% 23% False True 497
10 122-162 121-102 1-060 1.0% 0-032 0.1% 12% False True 249
20 122-162 120-282 1-200 1.3% 0-016 0.0% 36% False False 124
40 122-162 119-278 2-205 2.2% 0-008 0.0% 60% False False 62
60 122-162 119-260 2-222 2.2% 0-005 0.0% 61% False False 41
80 122-162 119-250 2-232 2.2% 0-004 0.0% 62% False False 31
Crabel Price Patterns
NR True
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-229
2.618 122-090
1.618 122-005
1.000 121-272
0.618 121-240
HIGH 121-187
0.618 121-155
0.500 121-145
0.382 121-135
LOW 121-102
0.618 121-050
1.000 121-018
1.618 120-285
2.618 120-200
4.250 120-061
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 121-147 121-174
PP 121-146 121-165
S1 121-145 121-156

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

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