ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 122-038 121-155 -0-202 -0.5% 121-310
High 122-040 121-170 -0-190 -0.5% 122-055
Low 121-158 121-118 -0-040 -0.1% 121-158
Close 121-170 121-155 -0-015 0.0% 121-170
Range 0-202 0-053 -0-150 -74.1% 0-218
ATR 0-094 0-091 -0-003 -3.2% 0-000
Volume 3,709 16,471 12,762 344.1% 18,043
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 121-305 121-283 121-184
R3 121-253 121-230 121-169
R2 121-200 121-200 121-165
R1 121-178 121-178 121-160 121-181
PP 121-148 121-148 121-148 121-149
S1 121-125 121-125 121-150 121-129
S2 121-095 121-095 121-145
S3 121-042 121-072 121-141
S4 120-310 121-020 121-126
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-247 123-106 121-290
R3 123-029 122-208 121-230
R2 122-132 122-132 121-210
R1 121-311 121-311 121-190 121-273
PP 121-234 121-234 121-234 121-215
S1 121-093 121-093 121-150 121-055
S2 121-017 121-017 121-130
S3 120-119 120-196 121-110
S4 119-222 119-298 121-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-055 121-118 0-258 0.7% 0-103 0.3% 15% False True 6,582
10 122-055 121-085 0-290 0.7% 0-107 0.3% 24% False False 4,143
20 122-055 121-075 0-300 0.8% 0-084 0.2% 27% False False 2,472
40 122-162 120-282 1-200 1.3% 0-043 0.1% 37% False False 1,236
60 122-162 119-260 2-222 2.2% 0-029 0.1% 62% False False 824
80 122-162 119-260 2-222 2.2% 0-022 0.1% 62% False False 618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 122-073
2.618 121-307
1.618 121-255
1.000 121-223
0.618 121-202
HIGH 121-170
0.618 121-150
0.500 121-144
0.382 121-138
LOW 121-118
0.618 121-085
1.000 121-065
1.618 121-033
2.618 120-300
4.250 120-214
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 121-151 121-246
PP 121-148 121-216
S1 121-144 121-185

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

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