ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 120-095 120-182 0-087 0.2% 120-152
High 120-192 120-190 -0-002 0.0% 120-192
Low 120-095 120-070 -0-025 -0.1% 120-062
Close 120-190 120-165 -0-025 -0.1% 120-165
Range 0-097 0-120 0-023 23.7% 0-130
ATR 0-095 0-097 0-002 1.9% 0-000
Volume 1,536,532 773,989 -762,543 -49.6% 5,971,065
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 121-182 121-133 120-231
R3 121-062 121-013 120-198
R2 120-262 120-262 120-187
R1 120-213 120-213 120-176 120-178
PP 120-142 120-142 120-142 120-124
S1 120-093 120-093 120-154 120-058
S2 120-022 120-022 120-143
S3 119-222 119-293 120-132
S4 119-102 119-173 120-099
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 121-210 121-157 120-236
R3 121-080 121-027 120-201
R2 120-270 120-270 120-189
R1 120-217 120-217 120-177 120-244
PP 120-140 120-140 120-140 120-153
S1 120-087 120-087 120-153 120-114
S2 120-010 120-010 120-141
S3 119-200 119-277 120-129
S4 119-070 119-147 120-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-192 120-062 0-130 0.3% 0-086 0.2% 79% False False 1,194,213
10 121-117 120-062 1-055 1.0% 0-098 0.3% 27% False False 992,373
20 121-187 120-062 1-125 1.2% 0-097 0.3% 23% False False 791,239
40 121-192 120-062 1-130 1.2% 0-093 0.2% 23% False False 653,025
60 121-192 119-112 2-080 1.9% 0-104 0.3% 52% False False 626,838
80 122-145 119-112 3-033 2.6% 0-110 0.3% 38% False False 571,843
100 122-145 118-120 4-025 3.4% 0-100 0.3% 52% False False 458,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-060
2.618 121-184
1.618 121-064
1.000 120-310
0.618 120-264
HIGH 120-190
0.618 120-144
0.500 120-130
0.382 120-116
LOW 120-070
0.618 119-316
1.000 119-270
1.618 119-196
2.618 119-076
4.250 118-200
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 120-153 120-152
PP 120-142 120-140
S1 120-130 120-127

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

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