ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 120-062 119-275 -0-107 -0.3% 120-033
High 120-065 120-040 -0-025 -0.1% 120-070
Low 119-255 119-235 -0-020 -0.1% 119-255
Close 120-035 120-037 0-002 0.0% 120-035
Range 0-130 0-125 -0-005 -3.8% 0-135
ATR 0-090 0-092 0-003 2.8% 0-000
Volume 747,464 946,930 199,466 26.7% 4,385,175
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 121-052 121-010 120-106
R3 120-247 120-205 120-071
R2 120-122 120-122 120-060
R1 120-080 120-080 120-048 120-101
PP 119-317 119-317 119-317 120-008
S1 119-275 119-275 120-026 119-296
S2 119-192 119-192 120-014
S3 119-067 119-150 120-003
S4 118-262 119-025 119-288
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
5 120-070 119-235 0-155 0.4% 0-106 0.3% 79% False True 975,850
10 120-218 119-235 0-303 0.8% 0-103 0.3% 40% False True 575,647
20 121-073 119-235 1-158 1.2% 0-092 0.2% 26% False True 298,663
40 121-078 119-235 1-163 1.3% 0-066 0.2% 25% False True 151,562
60 121-078 119-035 2-042 1.8% 0-044 0.1% 47% False False 101,043
80 121-082 119-035 2-047 1.8% 0-033 0.1% 47% False False 75,782
100 121-082 118-090 2-312 2.5% 0-026 0.1% 62% False False 60,626
120 121-082 117-067 4-015 3.4% 0-022 0.1% 72% False False 50,521
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 True
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-251
2.618 121-047
1.618 120-242
1.000 120-165
0.618 120-117
HIGH 120-040
0.618 119-312
0.500 119-298
0.382 119-283
LOW 119-235
0.618 119-158
1.000 119-110
1.618 119-033
2.618 118-228
4.250 118-024
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 120-017 120-022
PP 119-317 120-007
S1 119-298 119-312

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

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