ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 121-045 121-000 -0-045 -0.1% 121-165
High 121-047 121-052 0-005 0.0% 121-187
Low 120-305 120-200 -0-105 -0.3% 120-310
Close 121-007 120-207 -0-120 -0.3% 121-077
Range 0-062 0-172 0-110 177.4% 0-197
ATR 0-100 0-105 0-005 5.1% 0-000
Volume 520,189 619,999 99,810 19.2% 2,341,406
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-136 122-023 120-302
R3 121-284 121-171 120-254
R2 121-112 121-112 120-239
R1 120-319 120-319 120-223 120-290
PP 120-260 120-260 120-260 120-245
S1 120-147 120-147 120-191 120-118
S2 120-088 120-088 120-175
S3 119-236 119-295 120-160
S4 119-064 119-123 120-112
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 123-036 122-253 121-185
R3 122-159 122-056 121-131
R2 121-282 121-282 121-113
R1 121-179 121-179 121-095 121-132
PP 121-085 121-085 121-085 121-061
S1 120-302 120-302 121-059 120-255
S2 120-208 120-208 121-041
S3 120-011 120-105 121-023
S4 119-134 119-228 120-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-122 120-200 0-242 0.6% 0-102 0.3% 3% False True 487,349
10 121-192 120-200 0-312 0.8% 0-094 0.2% 2% False True 475,923
20 121-192 119-307 1-205 1.4% 0-098 0.3% 42% False False 507,766
40 121-192 119-112 2-080 1.9% 0-112 0.3% 58% False False 584,256
60 122-145 119-112 3-033 2.6% 0-115 0.3% 42% False False 429,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 123-143
2.618 122-182
1.618 122-010
1.000 121-224
0.618 121-158
HIGH 121-052
0.618 120-306
0.500 120-286
0.382 120-266
LOW 120-200
0.618 120-094
1.000 120-028
1.618 119-242
2.618 119-070
4.250 118-109
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 120-286 121-001
PP 120-260 120-283
S1 120-233 120-245

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

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