ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	119-317	120-047	0-050	0.1%	119-275
High	120-065	120-290	0-225	0.6%	120-290
Low	119-305	120-030	0-045	0.1%	119-235
Close	120-042	120-260	0-218	0.6%	120-260
Range	0-080	0-260	0-180	225.0%	1-055
ATR	0-091	0-103	0-012	13.2%	0-000
Volume	563,439	1,083,751	520,312	92.3%	3,290,285

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-013	122-237	121-083
R3	122-073	121-297	121-012
R2	121-133	121-133	120-308
R1	121-037	121-037	120-284	121-085
PP	120-193	120-193	120-193	120-218
S1	120-097	120-097	120-236	120-145
S2	119-253	119-253	120-212
S3	118-313	119-157	120-188
S4	118-053	118-217	120-117

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-000	123-185	121-146
R3	122-265	122-130	121-043
R2	121-210	121-210	121-009
R1	121-075	121-075	120-294	121-142
PP	120-155	120-155	120-155	120-189
S1	120-020	120-020	120-226	120-088
S2	119-100	119-100	120-191
S3	118-045	118-285	120-157
S4	116-310	117-230	120-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-290	119-235	1-055	1.0%	0-137	0.4%	92%	True	False	807,549
10	120-290	119-235	1-055	1.0%	0-108	0.3%	92%	True	False	776,458
20	121-073	119-235	1-158	1.2%	0-101	0.3%	72%	False	False	413,830
40	121-073	119-235	1-158	1.2%	0-075	0.2%	72%	False	False	209,812
60	121-078	119-035	2-042	1.8%	0-051	0.1%	80%	False	False	140,099
80	121-082	119-035	2-047	1.8%	0-038	0.1%	79%	False	False	105,074
100	121-082	118-238	2-165	2.1%	0-031	0.1%	82%	False	False	84,059
120	121-082	117-067	4-015	3.3%	0-026	0.1%	89%	False	False	70,049

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	0-019
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	124-115
2.618	123-011
1.618	122-071
1.000	121-230
0.618	121-131
HIGH	120-290
0.618	120-191
0.500	120-160
0.382	120-129
LOW	120-030
0.618	119-189
1.000	119-090
1.618	118-249
2.618	117-309
4.250	116-205

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	120-227	120-218
PP	120-193	120-177
S1	120-160	120-135

Download as Excel Spreadsheet

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

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