ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 120-242 120-305 0-062 0.2% 120-190
High 120-313 121-073 0-080 0.2% 121-073
Low 120-213 120-260 0-047 0.1% 120-105
Close 120-300 120-262 -0-038 -0.1% 120-262
Range 0-100 0-133 0-033 32.5% 0-288
ATR 0-075 0-079 0-004 5.5% 0-000
Volume 22,479 44,181 21,702 96.5% 88,726
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 122-063 121-295 121-015
R3 121-250 121-163 120-299
R2 121-118 121-118 120-287
R1 121-030 121-030 120-275 121-008
PP 120-305 120-305 120-305 120-294
S1 120-217 120-217 120-250 120-195
S2 120-172 120-172 120-238
S3 120-040 120-085 120-226
S4 119-227 119-272 120-190
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 123-156 123-017 121-101
R3 122-188 122-049 121-022
R2 121-221 121-221 120-315
R1 121-082 121-082 120-289 121-151
PP 120-253 120-253 120-253 120-288
S1 120-114 120-114 120-236 120-184
S2 119-286 119-286 120-210
S3 118-318 119-147 120-183
S4 118-031 118-179 120-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-073 120-105 0-288 0.7% 0-093 0.2% 55% True False 17,745
10 121-073 119-287 1-105 1.1% 0-080 0.2% 69% True False 11,955
20 121-073 119-287 1-105 1.1% 0-056 0.1% 69% True False 7,996
40 121-078 119-035 2-042 1.8% 0-030 0.1% 80% False False 4,338
60 121-082 119-035 2-047 1.8% 0-020 0.1% 80% False False 2,892
80 121-082 118-278 2-125 2.0% 0-015 0.0% 82% False False 2,169
100 121-082 117-067 4-015 3.3% 0-012 0.0% 89% False False 1,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 122-316
2.618 122-099
1.618 121-287
1.000 121-205
0.618 121-154
HIGH 121-073
0.618 121-022
0.500 121-006
0.382 120-311
LOW 120-260
0.618 120-178
1.000 120-127
1.618 120-046
2.618 119-233
4.250 119-017
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 121-006 120-294
PP 120-305 120-283
S1 120-284 120-273

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

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