ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 121-122 121-250 0-128 0.3% 121-060
High 121-195 121-250 0-055 0.1% 121-195
Low 121-110 121-202 0-092 0.2% 121-010
Close 121-182 121-237 0-055 0.1% 121-182
Range 0-085 0-048 -0-037 -43.5% 0-185
ATR 0-092 0-090 -0-002 -1.9% 0-000
Volume 10,700 2,925 -7,775 -72.7% 69,035
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-054 122-033 121-263
R3 122-006 121-305 121-250
R2 121-278 121-278 121-246
R1 121-257 121-257 121-241 121-244
PP 121-230 121-230 121-230 121-223
S1 121-209 121-209 121-233 121-196
S2 121-182 121-182 121-228
S3 121-134 121-161 121-224
S4 121-086 121-113 121-211
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 123-044 122-298 121-284
R3 122-179 122-113 121-233
R2 121-314 121-314 121-216
R1 121-248 121-248 121-199 121-281
PP 121-129 121-129 121-129 121-146
S1 121-063 121-063 121-165 121-096
S2 120-264 120-264 121-148
S3 120-079 120-198 121-131
S4 119-214 120-013 121-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-250 121-027 0-223 0.6% 0-055 0.1% 94% True False 7,799
10 121-250 120-057 1-193 1.3% 0-086 0.2% 97% True False 51,666
20 121-250 120-057 1-193 1.3% 0-092 0.2% 97% True False 522,020
40 121-250 120-057 1-193 1.3% 0-094 0.2% 97% True False 552,854
60 121-250 119-307 1-263 1.5% 0-095 0.2% 98% True False 533,384
80 121-250 119-112 2-138 2.0% 0-103 0.3% 98% True False 572,067
100 122-145 119-112 3-033 2.5% 0-105 0.3% 77% False False 463,424
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 False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-134
2.618 122-056
1.618 122-008
1.000 121-298
0.618 121-280
HIGH 121-250
0.618 121-232
0.500 121-226
0.382 121-220
LOW 121-202
0.618 121-172
1.000 121-154
1.618 121-124
2.618 121-076
4.250 120-318
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 121-233 121-212
PP 121-230 121-187
S1 121-226 121-162

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

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