ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 121-122 121-125 0-003 0.0% 120-255
High 121-142 121-210 0-068 0.2% 121-077
Low 121-077 121-105 0-028 0.1% 120-190
Close 121-122 121-130 0-008 0.0% 121-065
Range 0-065 0-105 0-040 61.5% 0-207
ATR 0-093 0-094 0-001 0.9% 0-000
Volume 561,755 872,349 310,594 55.3% 2,725,878
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-143 122-082 121-188
R3 122-038 121-297 121-159
R2 121-253 121-253 121-149
R1 121-192 121-192 121-140 121-222
PP 121-148 121-148 121-148 121-164
S1 121-087 121-087 121-120 121-118
S2 121-043 121-043 121-111
S3 120-258 120-302 121-101
S4 120-153 120-197 121-072
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
5 121-210 120-247 0-283 0.7% 0-077 0.2% 72% True False 618,219
10 121-210 119-300 1-230 1.4% 0-097 0.2% 85% True False 650,333
20 121-210 119-235 1-295 1.6% 0-100 0.3% 87% True False 612,990
40 121-210 119-235 1-295 1.6% 0-086 0.2% 87% True False 313,403
60 121-210 119-180 2-030 1.7% 0-060 0.2% 88% True False 209,432
80 121-210 119-035 2-175 2.1% 0-045 0.1% 90% True False 157,074
100 121-210 119-035 2-175 2.1% 0-036 0.1% 90% True False 125,659
120 121-210 117-067 4-143 3.7% 0-030 0.1% 94% True False 104,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-016
2.618 122-165
1.618 122-060
1.000 121-315
0.618 121-275
HIGH 121-210
0.618 121-170
0.500 121-158
0.382 121-145
LOW 121-105
0.618 121-040
1.000 121-000
1.618 120-255
2.618 120-150
4.250 119-299
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 121-158 121-116
PP 121-148 121-102
S1 121-139 121-088

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

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