ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 117-210 118-018 0-127 0.3% 117-178
High 117-210 118-018 0-127 0.3% 117-178
Low 117-210 118-018 0-127 0.3% 117-067
Close 117-210 118-018 0-127 0.3% 117-115
Range
ATR 0-058 0-063 0-005 8.6% 0-000
Volume
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 118-018 118-018 118-018
R3 118-018 118-018 118-018
R2 118-018 118-018 118-018
R1 118-018 118-018 118-018 118-018
PP 118-018 118-018 118-018 118-018
S1 118-018 118-018 118-018 118-018
S2 118-018 118-018 118-018
S3 118-018 118-018 118-018
S4 118-018 118-018 118-018
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 118-130 118-073 117-176
R3 118-020 117-283 117-145
R2 117-230 117-230 117-135
R1 117-173 117-173 117-125 117-146
PP 117-120 117-120 117-120 117-107
S1 117-062 117-062 117-105 117-036
S2 117-010 117-010 117-095
S3 116-220 116-272 117-085
S4 116-110 116-162 117-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-018 117-070 0-267 0.7% 0-000 0.0% 100% True False
10 118-018 117-067 0-270 0.7% 0-000 0.0% 100% True False
20 118-087 117-067 1-020 0.9% 0-000 0.0% 79% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 118-018
2.618 118-018
1.618 118-018
1.000 118-018
0.618 118-018
HIGH 118-018
0.618 118-018
0.500 118-018
0.382 118-018
LOW 118-018
0.618 118-018
1.000 118-018
1.618 118-018
2.618 118-018
4.250 118-018
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 118-018 117-309
PP 118-018 117-280
S1 118-018 117-251

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

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