ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 120-182 120-087 -0-095 -0.2% 120-152
High 120-190 120-175 -0-015 0.0% 120-192
Low 120-070 120-057 -0-013 0.0% 120-062
Close 120-165 120-175 0-010 0.0% 120-165
Range 0-120 0-118 -0-002 -1.7% 0-130
ATR 0-097 0-098 0-002 1.6% 0-000
Volume 773,989 277,091 -496,898 -64.2% 5,971,065
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 121-170 121-130 120-240
R3 121-052 121-012 120-207
R2 120-254 120-254 120-197
R1 120-214 120-214 120-186 120-234
PP 120-136 120-136 120-136 120-146
S1 120-096 120-096 120-164 120-116
S2 120-018 120-018 120-153
S3 119-220 119-298 120-143
S4 119-102 119-180 120-110
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
5 120-192 120-057 0-135 0.3% 0-096 0.2% 87% False True 1,073,732
10 121-025 120-057 0-288 0.7% 0-098 0.3% 41% False True 976,041
20 121-187 120-057 1-130 1.2% 0-098 0.3% 26% False True 783,675
40 121-192 120-057 1-135 1.2% 0-095 0.2% 26% False True 649,924
60 121-192 119-112 2-080 1.9% 0-104 0.3% 53% False False 618,493
80 122-145 119-112 3-033 2.6% 0-111 0.3% 39% False False 575,246
100 122-145 118-182 3-282 3.2% 0-101 0.3% 51% False False 461,095
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 True
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-036
2.618 121-164
1.618 121-046
1.000 120-293
0.618 120-248
HIGH 120-175
0.618 120-130
0.500 120-116
0.382 120-102
LOW 120-057
0.618 119-304
1.000 119-259
1.618 119-186
2.618 119-068
4.250 118-196
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 120-155 120-158
PP 120-136 120-141
S1 120-116 120-124

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

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