ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 121-267 121-270 0-003 0.0% 121-120
High 121-298 121-293 -0-005 0.0% 122-025
Low 121-207 121-227 0-020 0.1% 121-085
Close 121-278 121-285 0-007 0.0% 122-010
Range 0-090 0-065 -0-025 -27.8% 0-260
ATR 0-086 0-084 -0-001 -1.7% 0-000
Volume 8,068 1,921 -6,147 -76.2% 7,800
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-143 122-119 122-001
R3 122-078 122-054 121-303
R2 122-013 122-013 121-297
R1 121-309 121-309 121-291 122-001
PP 121-268 121-268 121-268 121-274
S1 121-244 121-244 121-279 121-256
S2 121-203 121-203 121-273
S3 121-138 121-179 121-267
S4 121-073 121-114 121-249
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
5 122-025 121-145 0-200 0.5% 0-098 0.2% 70% False False 2,852
10 122-025 121-075 0-270 0.7% 0-100 0.3% 78% False False 2,315
20 122-162 121-075 1-087 1.0% 0-068 0.2% 52% False False 1,326
40 122-162 120-253 1-230 1.4% 0-034 0.1% 64% False False 663
60 122-162 119-260 2-222 2.2% 0-023 0.1% 77% False False 442
80 122-162 119-260 2-222 2.2% 0-017 0.0% 77% False False 331
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-249
2.618 122-143
1.618 122-078
1.000 122-038
0.618 122-013
HIGH 121-293
0.618 121-268
0.500 121-260
0.382 121-252
LOW 121-227
0.618 121-187
1.000 121-162
1.618 121-122
2.618 121-057
4.250 120-271
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 121-277 121-280
PP 121-268 121-276
S1 121-260 121-271

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

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