ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 120-300 120-242 -0-058 -0.1% 120-258
High 120-300 120-302 0-002 0.0% 121-030
Low 120-227 120-218 -0-010 0.0% 120-218
Close 120-240 120-298 0-058 0.1% 120-298
Range 0-073 0-085 0-012 17.2% 0-133
ATR 0-075 0-076 0-001 0.9% 0-000
Volume 35,646 22,671 -12,975 -36.4% 115,957
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 121-207 121-177 121-024
R3 121-122 121-092 121-001
R2 121-037 121-037 120-313
R1 121-007 121-007 120-305 121-022
PP 120-273 120-273 120-273 120-280
S1 120-243 120-243 120-290 120-258
S2 120-188 120-188 120-282
S3 120-103 120-158 120-274
S4 120-018 120-073 120-251
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 122-046 121-304 121-050
R3 121-233 121-172 121-014
R2 121-101 121-101 121-002
R1 121-039 121-039 120-310 121-070
PP 120-288 120-288 120-288 120-304
S1 120-227 120-227 120-285 120-258
S2 120-156 120-156 120-273
S3 120-023 120-094 120-261
S4 119-211 119-282 120-225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-030 120-218 0-133 0.3% 0-064 0.2% 60% False True 23,191
10 121-073 120-105 0-288 0.7% 0-078 0.2% 67% False False 20,468
20 121-073 119-287 1-105 1.1% 0-066 0.2% 78% False False 13,039
40 121-078 119-180 1-218 1.4% 0-038 0.1% 81% False False 7,237
60 121-078 119-035 2-042 1.8% 0-025 0.1% 85% False False 4,824
80 121-082 119-035 2-047 1.8% 0-019 0.0% 85% False False 3,618
100 121-082 117-067 4-015 3.3% 0-015 0.0% 92% False False 2,894
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 0-015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-024
2.618 121-205
1.618 121-120
1.000 121-067
0.618 121-035
HIGH 120-302
0.618 120-270
0.500 120-260
0.382 120-250
LOW 120-218
0.618 120-165
1.000 120-133
1.618 120-080
2.618 119-315
4.250 119-176
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 120-285 120-293
PP 120-273 120-288
S1 120-260 120-284

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

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