ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 121-295 121-310 0-015 0.0% 121-120
High 122-025 122-015 -0-010 0.0% 122-025
Low 121-145 121-265 0-120 0.3% 121-085
Close 122-010 121-305 -0-025 -0.1% 122-010
Range 0-200 0-070 -0-130 -65.0% 0-260
ATR 0-086 0-085 -0-001 -1.3% 0-000
Volume 1,450 1,604 154 10.6% 7,800
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-192 122-158 122-024
R3 122-122 122-088 122-004
R2 122-052 122-052 121-318
R1 122-018 122-018 121-311 122-000
PP 121-302 121-302 121-302 121-292
S1 121-268 121-268 121-299 121-250
S2 121-232 121-232 121-292
S3 121-162 121-198 121-286
S4 121-092 121-128 121-266
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-073 123-302 122-153
R3 123-133 123-042 122-082
R2 122-193 122-193 122-058
R1 122-102 122-102 122-034 122-148
PP 121-253 121-253 121-253 121-276
S1 121-162 121-162 121-306 121-208
S2 120-313 120-313 121-282
S3 120-053 120-222 121-259
S4 119-113 119-282 121-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-025 121-085 0-260 0.7% 0-112 0.3% 85% False False 1,705
10 122-025 121-075 0-270 0.7% 0-089 0.2% 85% False False 1,404
20 122-162 121-075 1-087 1.0% 0-060 0.2% 56% False False 826
40 122-162 120-238 1-245 1.4% 0-030 0.1% 69% False False 413
60 122-162 119-260 2-222 2.2% 0-020 0.1% 79% False False 275
80 122-162 119-260 2-222 2.2% 0-015 0.0% 79% False False 206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-313
2.618 122-198
1.618 122-128
1.000 122-085
0.618 122-058
HIGH 122-015
0.618 121-308
0.500 121-300
0.382 121-292
LOW 121-265
0.618 121-222
1.000 121-195
1.618 121-152
2.618 121-082
4.250 120-287
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 121-303 121-285
PP 121-302 121-265
S1 121-300 121-245

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

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