ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 120-270 120-285 0-015 0.0% 120-255
High 121-005 121-077 0-072 0.2% 121-077
Low 120-265 120-285 0-020 0.1% 120-190
Close 120-300 121-065 0-085 0.2% 121-065
Range 0-060 0-112 0-052 86.7% 0-207
ATR 0-093 0-095 0-001 1.4% 0-000
Volume 599,761 624,453 24,692 4.1% 2,725,878
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-052 122-010 121-127
R3 121-260 121-218 121-096
R2 121-148 121-148 121-086
R1 121-106 121-106 121-075 121-127
PP 121-036 121-036 121-036 121-046
S1 120-314 120-314 121-055 121-015
S2 120-244 120-244 121-044
S3 120-132 120-202 121-034
S4 120-020 120-090 121-003
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-305 122-232 121-179
R3 122-098 122-025 121-122
R2 121-211 121-211 121-103
R1 121-138 121-138 121-084 121-174
PP 121-004 121-004 121-004 121-022
S1 120-251 120-251 121-046 120-288
S2 120-117 120-117 121-027
S3 119-230 120-044 121-008
S4 119-023 119-157 120-271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-077 120-190 0-207 0.5% 0-074 0.2% 94% True False 545,175
10 121-077 119-235 1-162 1.2% 0-106 0.3% 98% True False 676,362
20 121-077 119-235 1-162 1.2% 0-102 0.3% 98% True False 543,251
40 121-077 119-235 1-162 1.2% 0-082 0.2% 98% True False 277,676
60 121-078 119-180 1-218 1.4% 0-057 0.1% 98% False False 185,530
80 121-078 119-035 2-042 1.8% 0-043 0.1% 98% False False 139,148
100 121-082 119-035 2-047 1.8% 0-034 0.1% 97% False False 111,318
120 121-082 117-067 4-015 3.3% 0-029 0.1% 99% False False 92,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 122-233
2.618 122-050
1.618 121-258
1.000 121-189
0.618 121-146
HIGH 121-077
0.618 121-034
0.500 121-021
0.382 121-008
LOW 120-285
0.618 120-216
1.000 120-173
1.618 120-104
2.618 119-312
4.250 119-129
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 121-050 121-044
PP 121-036 121-023
S1 121-021 121-002

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

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