ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	120-278	120-242	-0-035	-0.1%	120-242
High	120-278	120-282	0-005	0.0%	121-078
Low	120-278	120-242	-0-035	-0.1%	120-242
Close	120-278	120-278	0-000	0.0%	121-045
Range	0-000	0-040	0-040		0-155
ATR	0-065	0-063	-0-002	-2.7%	0-000
Volume	1,952	569	-1,383	-70.9%	13,609

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-067	121-053	120-300
R3	121-027	121-013	120-289
R2	120-307	120-307	120-285
R1	120-293	120-293	120-281	120-300
PP	120-267	120-267	120-267	120-271
S1	120-253	120-253	120-274	120-260
S2	120-227	120-227	120-270
S3	120-187	120-213	120-267
S4	120-147	120-173	120-256

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-160	122-098	121-130
R3	122-005	121-263	121-088
R2	121-170	121-170	121-073
R1	121-107	121-107	121-059	121-139
PP	121-015	121-015	121-015	121-031
S1	120-272	120-272	121-031	120-304
S2	120-180	120-180	121-017
S3	120-025	120-117	121-002
S4	119-190	119-282	120-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-078	120-242	0-155	0.4%	0-015	0.0%	23%	False	True	1,196
10	121-078	120-190	0-207	0.5%	0-013	0.0%	42%	False	False	1,638
20	121-078	119-180	1-218	1.4%	0-006	0.0%	78%	False	False	819
40	121-078	119-035	2-042	1.8%	0-003	0.0%	82%	False	False	409
60	121-082	119-035	2-047	1.8%	0-002	0.0%	82%	False	False	273
80	121-082	117-067	4-015	3.3%	0-002	0.0%	90%	False	False	204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-001
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-132
2.618	121-067
1.618	121-027
1.000	121-002
0.618	120-307
HIGH	120-282
0.618	120-267
0.500	120-262
0.382	120-258
LOW	120-242
0.618	120-218
1.000	120-202
1.618	120-178
2.618	120-138
4.250	120-072

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	120-273	120-318
PP	120-267	120-304
S1	120-262	120-291

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols