ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	120-305	120-258	-0-047	-0.1%	120-190
High	121-073	121-007	-0-065	-0.2%	121-073
Low	120-260	120-255	-0-005	0.0%	120-105
Close	120-262	120-315	0-053	0.1%	120-262
Range	0-133	0-072	-0-060	-45.3%	0-288
ATR	0-079	0-079	0-000	-0.6%	0-000
Volume	44,181	17,292	-26,889	-60.9%	88,726

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-168	121-035
R3	121-124	121-096	121-015
R2	121-052	121-052	121-008
R1	121-023	121-023	121-002	121-037
PP	120-299	120-299	120-299	120-306
S1	120-271	120-271	120-308	120-285
S2	120-227	120-227	120-302
S3	120-154	120-198	120-295
S4	120-082	120-126	120-275

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	120-180	0-213	0.5%	0-090	0.2%	64%	False	False	20,294
10	121-073	119-287	1-105	1.1%	0-082	0.2%	82%	False	False	13,218
20	121-073	119-287	1-105	1.1%	0-058	0.2%	82%	False	False	8,848
40	121-078	119-035	2-042	1.8%	0-031	0.1%	88%	False	False	4,770
60	121-078	119-035	2-042	1.8%	0-021	0.1%	88%	False	False	3,180
80	121-082	118-278	2-125	2.0%	0-016	0.0%	89%	False	False	2,385
100	121-082	117-067	4-015	3.3%	0-013	0.0%	93%	False	False	1,908

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	True
Bull Hook	False
Stretch	0-016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-316
2.618	121-197
1.618	121-125
1.000	121-080
0.618	121-052
HIGH	121-007
0.618	120-300
0.500	120-291
0.382	120-283
LOW	120-255
0.618	120-210
1.000	120-183
1.618	120-138
2.618	120-065
4.250	119-267

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	120-307	120-311
PP	120-299	120-307
S1	120-291	120-303

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