ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 121-127 121-102 -0-025 -0.1% 120-270
High 121-132 121-152 0-020 0.1% 121-187
Low 121-080 121-085 0-005 0.0% 120-217
Close 121-110 121-112 0-002 0.0% 121-057
Range 0-052 0-067 0-015 28.8% 0-290
ATR 0-100 0-097 -0-002 -2.3% 0-000
Volume 506,150 560,903 54,753 10.8% 3,016,850
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 121-317 121-282 121-149
R3 121-250 121-215 121-130
R2 121-183 121-183 121-124
R1 121-148 121-148 121-118 121-166
PP 121-116 121-116 121-116 121-125
S1 121-081 121-081 121-106 121-098
S2 121-049 121-049 121-100
S3 120-302 121-014 121-094
S4 120-235 120-267 121-075
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 123-277 123-137 121-216
R3 122-307 122-167 121-137
R2 122-017 122-017 121-110
R1 121-197 121-197 121-084 121-267
PP 121-047 121-047 121-047 121-082
S1 120-227 120-227 121-030 120-297
S2 120-077 120-077 121-004
S3 119-107 119-257 120-297
S4 118-137 118-287 120-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-187 121-002 0-185 0.5% 0-092 0.2% 59% False False 571,271
10 121-187 120-192 0-315 0.8% 0-098 0.3% 76% False False 592,435
20 121-187 120-090 1-097 1.1% 0-096 0.2% 82% False False 559,718
40 121-192 119-112 2-080 1.9% 0-102 0.3% 89% False False 543,524
60 121-192 119-112 2-080 1.9% 0-109 0.3% 89% False False 569,727
80 122-145 119-112 3-033 2.6% 0-107 0.3% 64% False False 431,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-117
2.618 122-007
1.618 121-260
1.000 121-219
0.618 121-193
HIGH 121-152
0.618 121-126
0.500 121-118
0.382 121-111
LOW 121-085
0.618 121-044
1.000 121-018
1.618 120-297
2.618 120-230
4.250 120-120
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 121-118 121-108
PP 121-116 121-105
S1 121-114 121-101

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

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