ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 120-087 120-147 0-060 0.2% 120-152
High 120-175 120-210 0-035 0.1% 120-192
Low 120-057 120-120 0-063 0.2% 120-062
Close 120-175 120-130 -0-045 -0.1% 120-165
Range 0-118 0-090 -0-028 -23.7% 0-130
ATR 0-098 0-098 -0-001 -0.6% 0-000
Volume 277,091 84,358 -192,733 -69.6% 5,971,065
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-103 121-047 120-180
R3 121-013 120-277 120-155
R2 120-243 120-243 120-146
R1 120-187 120-187 120-138 120-170
PP 120-153 120-153 120-153 120-145
S1 120-097 120-097 120-122 120-080
S2 120-063 120-063 120-114
S3 119-293 120-007 120-105
S4 119-203 119-237 120-080
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
5 120-210 120-057 0-153 0.4% 0-095 0.2% 48% True False 842,016
10 120-272 120-057 0-215 0.6% 0-099 0.3% 34% False False 912,060
20 121-187 120-057 1-130 1.2% 0-095 0.2% 16% False False 752,874
40 121-192 120-057 1-135 1.2% 0-095 0.2% 16% False False 639,748
60 121-192 119-112 2-080 1.9% 0-103 0.3% 47% False False 611,654
80 122-145 119-112 3-033 2.6% 0-110 0.3% 34% False False 576,005
100 122-145 118-307 3-158 2.9% 0-101 0.3% 41% False False 461,934
Crabel Price Patterns
NR True
NR4 True
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 0-022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-272
2.618 121-126
1.618 121-036
1.000 120-300
0.618 120-266
HIGH 120-210
0.618 120-176
0.500 120-165
0.382 120-154
LOW 120-120
0.618 120-064
1.000 120-030
1.618 119-294
2.618 119-204
4.250 119-058
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 120-165 120-134
PP 120-153 120-132
S1 120-142 120-131

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

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