ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 121-187 121-158 -0-030 -0.1% 122-010
High 121-187 121-180 -0-007 0.0% 122-010
Low 121-102 121-158 0-055 0.1% 121-102
Close 121-147 121-170 0-023 0.1% 121-113
Range 0-085 0-022 -0-062 -73.5% 0-228
ATR 0-071 0-068 -0-003 -3.9% 0-000
Volume 609 554 -55 -9.0% 1,880
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 121-237 121-226 121-182
R3 121-214 121-203 121-176
R2 121-192 121-192 121-174
R1 121-181 121-181 121-172 121-186
PP 121-169 121-169 121-169 121-172
S1 121-158 121-158 121-168 121-164
S2 121-147 121-147 121-166
S3 121-124 121-136 121-164
S4 121-102 121-113 121-158
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% 0-062 0.2% 34% False False 608
10 122-162 121-102 1-060 1.0% 0-034 0.1% 18% False False 304
20 122-162 120-282 1-200 1.3% 0-017 0.0% 40% False False 152
40 122-162 119-278 2-205 2.2% 0-009 0.0% 63% False False 76
60 122-162 119-260 2-222 2.2% 0-006 0.0% 64% False False 50
80 122-162 119-260 2-222 2.2% 0-004 0.0% 64% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-276
2.618 121-239
1.618 121-216
1.000 121-202
0.618 121-194
HIGH 121-180
0.618 121-171
0.500 121-169
0.382 121-166
LOW 121-158
0.618 121-144
1.000 121-135
1.618 121-121
2.618 121-099
4.250 121-062
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 121-170 121-168
PP 121-169 121-167
S1 121-169 121-165

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

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