ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 121-158 121-233 0-075 0.2% 121-155
High 121-300 121-250 -0-050 -0.1% 121-300
Low 121-127 121-162 0-035 0.1% 121-118
Close 121-225 121-173 -0-052 -0.1% 121-225
Range 0-173 0-088 -0-085 -49.3% 0-182
ATR 0-099 0-098 -0-001 -0.8% 0-000
Volume 25,859 23,602 -2,257 -8.7% 66,064
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-138 122-083 121-221
R3 122-050 121-315 121-197
R2 121-283 121-283 121-189
R1 121-228 121-228 121-181 121-211
PP 121-195 121-195 121-195 121-187
S1 121-140 121-140 121-164 121-124
S2 121-107 121-107 121-156
S3 121-020 121-052 121-148
S4 120-252 120-285 121-124
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-122 123-036 122-005
R3 122-259 122-173 121-275
R2 122-077 122-077 121-258
R1 121-311 121-311 121-242 122-034
PP 121-214 121-214 121-214 121-236
S1 121-128 121-128 121-208 121-171
S2 121-032 121-032 121-192
S3 120-169 120-266 121-175
S4 119-307 120-083 121-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 121-127 0-173 0.4% 0-108 0.3% 26% False False 14,639
10 122-055 121-118 0-258 0.7% 0-105 0.3% 21% False False 10,610
20 122-055 121-075 0-300 0.8% 0-097 0.2% 33% False False 6,007
40 122-162 120-282 1-200 1.3% 0-056 0.1% 40% False False 3,065
60 122-162 119-278 2-205 2.2% 0-038 0.1% 63% False False 2,043
80 122-162 119-260 2-222 2.2% 0-028 0.1% 64% False False 1,532
100 122-162 119-250 2-232 2.2% 0-023 0.1% 64% False False 1,226
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-302
2.618 122-159
1.618 122-072
1.000 122-018
0.618 121-304
HIGH 121-250
0.618 121-217
0.500 121-206
0.382 121-196
LOW 121-162
0.618 121-108
1.000 121-075
1.618 121-021
2.618 120-253
4.250 120-111
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 121-206 121-214
PP 121-195 121-200
S1 121-184 121-186

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

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