ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 120-047 120-255 0-208 0.5% 119-275
High 120-290 120-270 -0-020 -0.1% 120-290
Low 120-030 120-190 0-160 0.4% 119-235
Close 120-260 120-252 -0-008 0.0% 120-260
Range 0-260 0-080 -0-180 -69.2% 1-055
ATR 0-103 0-102 -0-002 -1.6% 0-000
Volume 1,083,751 665,889 -417,862 -38.6% 3,290,285
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-157 121-125 120-296
R3 121-077 121-045 120-274
R2 120-317 120-317 120-267
R1 120-285 120-285 120-259 120-261
PP 120-237 120-237 120-237 120-226
S1 120-205 120-205 120-245 120-181
S2 120-157 120-157 120-237
S3 120-077 120-125 120-230
S4 119-317 120-045 120-208
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% 0-127 0.3% 90% False False 791,234
10 120-290 119-235 1-055 1.0% 0-110 0.3% 90% False False 834,134
20 121-030 119-235 1-115 1.1% 0-099 0.3% 77% False False 444,916
40 121-073 119-235 1-158 1.2% 0-077 0.2% 71% False False 226,456
60 121-078 119-035 2-042 1.8% 0-053 0.1% 79% False False 151,197
80 121-082 119-035 2-047 1.8% 0-039 0.1% 78% False False 113,398
100 121-082 118-278 2-125 2.0% 0-032 0.1% 80% False False 90,718
120 121-082 117-067 4-015 3.4% 0-026 0.1% 88% False False 75,598
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-290
2.618 121-159
1.618 121-079
1.000 121-030
0.618 120-319
HIGH 120-270
0.618 120-239
0.500 120-230
0.382 120-221
LOW 120-190
0.618 120-141
1.000 120-110
1.618 120-061
2.618 119-301
4.250 119-170
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 120-245 120-214
PP 120-237 120-176
S1 120-230 120-138

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

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