ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 120-132 120-110 -0-022 -0.1% 121-110
High 120-167 120-232 0-065 0.2% 121-122
Low 120-090 120-100 0-010 0.0% 120-145
Close 120-105 120-202 0-097 0.3% 120-160
Range 0-077 0-132 0-055 71.4% 0-297
ATR 0-098 0-100 0-002 2.5% 0-000
Volume 590,675 651,266 60,591 10.3% 2,696,023
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-254 121-200 120-275
R3 121-122 121-068 120-238
R2 120-310 120-310 120-226
R1 120-256 120-256 120-214 120-283
PP 120-178 120-178 120-178 120-192
S1 120-124 120-124 120-190 120-151
S2 120-046 120-046 120-178
S3 119-234 119-312 120-166
S4 119-102 119-180 120-129
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 123-180 122-307 121-003
R3 122-203 122-010 120-242
R2 121-226 121-226 120-214
R1 121-033 121-033 120-187 120-301
PP 120-249 120-249 120-249 120-223
S1 120-056 120-056 120-133 120-004
S2 119-272 119-272 120-106
S3 118-295 119-079 120-078
S4 117-318 118-102 119-317
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-235 120-090 0-145 0.4% 0-088 0.2% 77% False False 566,655
10 121-122 120-090 1-032 0.9% 0-095 0.2% 32% False False 527,002
20 121-192 120-090 1-102 1.1% 0-091 0.2% 27% False False 521,944
40 121-192 119-112 2-080 1.9% 0-107 0.3% 57% False False 541,536
60 122-145 119-112 3-033 2.6% 0-117 0.3% 41% False False 476,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-153
2.618 121-258
1.618 121-126
1.000 121-044
0.618 120-314
HIGH 120-232
0.618 120-182
0.500 120-166
0.382 120-150
LOW 120-100
0.618 120-018
1.000 119-288
1.618 119-206
2.618 119-074
4.250 118-179
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 120-190 120-188
PP 120-178 120-175
S1 120-166 120-161

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

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