ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 120-232 120-262 0-030 0.1% 119-275
High 120-295 120-292 -0-003 0.0% 120-290
Low 120-222 120-247 0-025 0.1% 119-235
Close 120-272 120-267 -0-005 0.0% 120-260
Range 0-073 0-045 -0-028 -38.4% 1-055
ATR 0-100 0-096 -0-004 -3.9% 0-000
Volume 402,997 432,778 29,781 7.4% 3,290,285
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-084 121-060 120-292
R3 121-039 121-015 120-279
R2 120-314 120-314 120-275
R1 120-290 120-290 120-271 120-302
PP 120-269 120-269 120-269 120-274
S1 120-245 120-245 120-263 120-257
S2 120-224 120-224 120-259
S3 120-179 120-200 120-255
S4 120-134 120-155 120-242
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
5 120-295 119-305 0-310 0.8% 0-108 0.3% 91% False False 629,770
10 120-295 119-235 1-060 1.0% 0-107 0.3% 93% False False 798,520
20 121-030 119-235 1-115 1.1% 0-099 0.3% 81% False False 484,891
40 121-073 119-235 1-158 1.2% 0-080 0.2% 74% False False 247,295
60 121-078 119-035 2-042 1.8% 0-055 0.1% 81% False False 165,127
80 121-078 119-035 2-042 1.8% 0-041 0.1% 81% False False 123,845
100 121-082 119-035 2-047 1.8% 0-033 0.1% 80% False False 99,076
120 121-082 117-067 4-015 3.3% 0-027 0.1% 90% False False 82,563
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 121-163
2.618 121-090
1.618 121-045
1.000 121-017
0.618 121-000
HIGH 120-292
0.618 120-275
0.500 120-270
0.382 120-264
LOW 120-247
0.618 120-219
1.000 120-202
1.618 120-174
2.618 120-129
4.250 120-056
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 120-270 120-259
PP 120-269 120-251
S1 120-268 120-242

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

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