ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 120-147 120-135 -0-012 0.0% 120-152
High 120-210 120-197 -0-013 0.0% 120-192
Low 120-120 120-125 0-005 0.0% 120-062
Close 120-130 120-177 0-047 0.1% 120-165
Range 0-090 0-072 -0-018 -20.0% 0-130
ATR 0-098 0-096 -0-002 -1.9% 0-000
Volume 84,358 32,243 -52,115 -61.8% 5,971,065
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-062 121-032 120-217
R3 120-310 120-280 120-197
R2 120-238 120-238 120-190
R1 120-208 120-208 120-184 120-223
PP 120-166 120-166 120-166 120-174
S1 120-136 120-136 120-170 120-151
S2 120-094 120-094 120-164
S3 120-022 120-064 120-157
S4 119-270 119-312 120-137
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% 0-099 0.3% 78% False False 540,842
10 120-210 120-057 0-153 0.4% 0-086 0.2% 78% False False 795,685
20 121-187 120-057 1-130 1.2% 0-095 0.2% 27% False False 726,716
40 121-192 120-057 1-135 1.2% 0-095 0.2% 26% False False 629,870
60 121-192 119-112 2-080 1.9% 0-102 0.3% 53% False False 602,250
80 122-145 119-112 3-033 2.6% 0-110 0.3% 39% False False 576,130
100 122-145 118-313 3-152 2.9% 0-102 0.3% 45% False False 462,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-183
2.618 121-065
1.618 120-313
1.000 120-269
0.618 120-241
HIGH 120-197
0.618 120-169
0.500 120-161
0.382 120-153
LOW 120-125
0.618 120-081
1.000 120-053
1.618 120-009
2.618 119-257
4.250 119-139
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 120-172 120-162
PP 120-166 120-148
S1 120-161 120-134

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

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