ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 121-180 121-127 -0-053 -0.1% 121-187
High 121-198 121-230 0-033 0.1% 121-230
Low 121-075 121-125 0-050 0.1% 121-075
Close 121-187 121-158 -0-030 -0.1% 121-158
Range 0-122 0-105 -0-017 -14.3% 0-155
ATR 0-072 0-074 0-002 3.3% 0-000
Volume 968 2,794 1,826 188.6% 5,246
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-166 122-107 121-215
R3 122-061 122-002 121-186
R2 121-276 121-276 121-177
R1 121-217 121-217 121-167 121-246
PP 121-171 121-171 121-171 121-186
S1 121-112 121-112 121-148 121-141
S2 121-066 121-066 121-138
S3 120-281 121-007 121-129
S4 120-176 120-222 121-100
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-299 122-223 121-243
R3 122-144 122-068 121-200
R2 121-309 121-309 121-186
R1 121-233 121-233 121-172 121-194
PP 121-154 121-154 121-154 121-134
S1 121-078 121-078 121-143 121-039
S2 120-319 120-319 121-129
S3 120-164 120-243 121-115
S4 120-009 120-088 121-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-230 121-075 0-155 0.4% 0-072 0.2% 53% True False 1,049
10 122-010 121-075 0-255 0.7% 0-056 0.1% 32% False False 712
20 122-162 121-075 1-087 1.0% 0-030 0.1% 20% False False 356
40 122-162 119-295 2-187 2.1% 0-015 0.0% 61% False False 178
60 122-162 119-260 2-222 2.2% 0-010 0.0% 62% False False 118
80 122-162 119-260 2-222 2.2% 0-007 0.0% 62% False False 89
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 0-005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-036
2.618 122-185
1.618 122-080
1.000 122-015
0.618 121-295
HIGH 121-230
0.618 121-190
0.500 121-178
0.382 121-165
LOW 121-125
0.618 121-060
1.000 121-020
1.618 120-275
2.618 120-170
4.250 119-319
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 121-178 121-156
PP 121-171 121-154
S1 121-164 121-153

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

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