ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 119-287 119-292 0-005 0.0% 120-310
High 120-017 120-070 0-053 0.1% 120-318
Low 119-255 119-287 0-032 0.1% 119-258
Close 119-292 120-065 0-093 0.2% 120-018
Range 0-082 0-103 0-021 25.6% 1-060
ATR 0-086 0-087 0-001 1.4% 0-000
Volume 1,149,969 1,295,827 145,858 12.7% 441,021
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 121-023 120-307 120-122
R3 120-240 120-204 120-093
R2 120-137 120-137 120-084
R1 120-101 120-101 120-074 120-119
PP 120-034 120-034 120-034 120-043
S1 119-318 119-318 120-056 120-016
S2 119-251 119-251 120-046
S3 119-148 119-215 120-037
S4 119-045 119-112 120-008
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 123-271 123-044 120-227
R3 122-211 121-304 120-122
R2 121-151 121-151 120-087
R1 120-244 120-244 120-052 120-168
PP 120-091 120-091 120-091 120-053
S1 119-184 119-184 119-303 119-108
S2 119-031 119-031 119-268
S3 117-291 118-124 119-233
S4 116-231 117-064 119-129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 119-255 0-135 0.4% 0-079 0.2% 96% True False 745,367
10 120-318 119-255 1-063 1.0% 0-098 0.3% 34% False False 410,140
20 121-073 119-255 1-138 1.2% 0-087 0.2% 28% False False 214,221
40 121-078 119-255 1-143 1.2% 0-060 0.2% 28% False False 109,205
60 121-078 119-035 2-042 1.8% 0-040 0.1% 51% False False 72,803
80 121-082 119-035 2-047 1.8% 0-030 0.1% 51% False False 54,602
100 121-082 117-210 3-192 3.0% 0-024 0.1% 71% False False 43,682
120 121-082 117-067 4-015 3.4% 0-020 0.1% 74% False False 36,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-188
2.618 121-020
1.618 120-237
1.000 120-173
0.618 120-134
HIGH 120-070
0.618 120-031
0.500 120-018
0.382 120-006
LOW 119-287
0.618 119-223
1.000 119-184
1.618 119-120
2.618 119-017
4.250 118-169
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 120-050 120-044
PP 120-034 120-023
S1 120-018 120-002

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

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