ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 121-000 120-300 -0-020 -0.1% 120-190
High 121-007 121-030 0-023 0.1% 121-073
Low 120-293 120-293 0-000 0.0% 120-105
Close 120-313 120-315 0-002 0.0% 120-262
Range 0-035 0-058 0-023 64.4% 0-288
ATR 0-076 0-074 -0-001 -1.7% 0-000
Volume 18,986 21,362 2,376 12.5% 88,726
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 121-172 121-141 121-027
R3 121-114 121-083 121-011
R2 121-057 121-057 121-006
R1 121-026 121-026 121-000 121-041
PP 120-319 120-319 120-319 121-007
S1 120-288 120-288 120-310 120-304
S2 120-262 120-262 120-304
S3 120-204 120-231 120-299
S4 120-147 120-173 120-283
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
5 121-073 120-213 0-180 0.5% 0-079 0.2% 57% False False 24,860
10 121-073 120-082 0-310 0.8% 0-078 0.2% 75% False False 15,722
20 121-073 119-287 1-105 1.1% 0-061 0.2% 82% False False 10,739
40 121-078 119-180 1-218 1.4% 0-034 0.1% 85% False False 5,779
60 121-078 119-035 2-042 1.8% 0-022 0.1% 88% False False 3,852
80 121-082 119-035 2-047 1.8% 0-017 0.0% 87% False False 2,889
100 121-082 117-067 4-015 3.3% 0-013 0.0% 93% False False 2,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-274
2.618 121-181
1.618 121-123
1.000 121-088
0.618 121-066
HIGH 121-030
0.618 121-008
0.500 121-001
0.382 120-314
LOW 120-293
0.618 120-257
1.000 120-235
1.618 120-199
2.618 120-142
4.250 120-048
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 121-001 120-311
PP 120-319 120-307
S1 120-317 120-303

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

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