ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 29-Apr-2016
Day Change Summary
Previous Current
28-Apr-2016 29-Apr-2016 Change Change % Previous Week
Open 120-230 120-280 0-050 0.1% 120-162
High 120-297 120-305 0-008 0.0% 120-305
Low 120-192 120-215 0-023 0.1% 120-090
Close 120-262 120-292 0-030 0.1% 120-292
Range 0-105 0-090 -0-015 -14.3% 0-215
ATR 0-101 0-100 -0-001 -0.8% 0-000
Volume 690,938 692,901 1,963 0.3% 3,076,714
Daily Pivots for day following 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-221 121-186 121-022
R3 121-131 121-096 120-317
R2 121-041 121-041 120-308
R1 121-006 121-006 120-300 121-024
PP 120-271 120-271 120-271 120-279
S1 120-236 120-236 120-284 120-254
S2 120-181 120-181 120-276
S3 120-091 120-146 120-267
S4 120-001 120-056 120-242
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-234 122-158 121-090
R3 122-019 121-263 121-031
R2 121-124 121-124 121-011
R1 121-048 121-048 120-312 121-086
PP 120-229 120-229 120-229 120-248
S1 120-153 120-153 120-272 120-191
S2 120-014 120-014 120-253
S3 119-119 119-258 120-233
S4 118-224 119-043 120-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-305 120-090 0-215 0.6% 0-096 0.2% 94% True False 615,342
10 121-122 120-090 1-032 0.9% 0-096 0.2% 57% False False 577,273
20 121-192 120-090 1-102 1.1% 0-090 0.2% 48% False False 514,811
40 121-192 119-112 2-080 1.9% 0-107 0.3% 69% False False 544,638
60 122-145 119-112 3-033 2.6% 0-115 0.3% 50% False False 498,711
80 122-145 118-120 4-025 3.4% 0-101 0.3% 62% False False 375,103
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-048
2.618 121-221
1.618 121-131
1.000 121-075
0.618 121-041
HIGH 120-305
0.618 120-271
0.500 120-260
0.382 120-249
LOW 120-215
0.618 120-159
1.000 120-125
1.618 120-069
2.618 119-299
4.250 119-152
Fisher Pivots for day following 29-Apr-2016
Pivot 1 day 3 day
R1 120-281 120-262
PP 120-271 120-232
S1 120-260 120-202

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

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