ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 119-292 120-062 0-090 0.2% 120-033
High 120-070 120-065 -0-005 0.0% 120-070
Low 119-287 119-255 -0-032 -0.1% 119-255
Close 120-065 120-035 -0-030 -0.1% 120-035
Range 0-103 0-130 0-027 26.2% 0-135
ATR 0-087 0-090 0-003 3.5% 0-000
Volume 1,295,827 747,464 -548,363 -42.3% 4,385,175
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 121-082 121-028 120-106
R3 120-272 120-218 120-071
R2 120-142 120-142 120-059
R1 120-088 120-088 120-047 120-050
PP 120-012 120-012 120-012 119-312
S1 119-278 119-278 120-023 119-240
S2 119-202 119-202 120-011
S3 119-072 119-148 119-319
S4 118-262 119-018 119-284
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 121-098 121-042 120-109
R3 120-283 120-227 120-072
R2 120-148 120-148 120-060
R1 120-092 120-092 120-047 120-120
PP 120-013 120-013 120-013 120-028
S1 119-277 119-277 120-023 119-305
S2 119-198 119-198 120-010
S3 119-063 119-142 119-318
S4 118-248 119-007 119-281
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% 0-093 0.2% 74% False True 877,035
10 120-318 119-255 1-063 1.0% 0-102 0.3% 26% False True 482,619
20 121-073 119-255 1-138 1.2% 0-090 0.2% 22% False True 251,543
40 121-078 119-255 1-143 1.2% 0-063 0.2% 22% False True 127,892
60 121-078 119-035 2-042 1.8% 0-042 0.1% 47% False False 85,261
80 121-082 119-035 2-047 1.8% 0-032 0.1% 47% False False 63,946
100 121-082 118-018 3-065 2.7% 0-025 0.1% 64% False False 51,156
120 121-082 117-067 4-015 3.4% 0-021 0.1% 72% False False 42,630
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 7 trading days
Fibonacci Retracements and Extensions
4.250 121-298
2.618 121-085
1.618 120-275
1.000 120-195
0.618 120-145
HIGH 120-065
0.618 120-015
0.500 120-000
0.382 119-305
LOW 119-255
0.618 119-175
1.000 119-125
1.618 119-045
2.618 118-235
4.250 118-022
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 120-023 120-024
PP 120-012 120-013
S1 120-000 120-002

Download as Excel Spreadsheet

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

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