ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 121-125 121-120 -0-005 0.0% 120-255
High 121-210 121-257 0-047 0.1% 121-077
Low 121-105 121-077 -0-028 -0.1% 120-190
Close 121-130 121-192 0-062 0.2% 121-065
Range 0-105 0-180 0-075 71.4% 0-207
ATR 0-094 0-100 0-006 6.5% 0-000
Volume 872,349 783,838 -88,511 -10.1% 2,725,878
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 123-075 122-314 121-291
R3 122-215 122-134 121-242
R2 122-035 122-035 121-225
R1 121-274 121-274 121-208 121-314
PP 121-175 121-175 121-175 121-196
S1 121-094 121-094 121-176 121-134
S2 120-315 120-315 121-159
S3 120-135 120-234 121-142
S4 119-275 120-054 121-093
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
5 121-257 120-265 0-312 0.8% 0-104 0.3% 79% True False 688,431
10 121-257 119-305 1-272 1.5% 0-106 0.3% 89% True False 659,101
20 121-257 119-235 2-022 1.7% 0-105 0.3% 90% True False 649,107
40 121-257 119-235 2-022 1.7% 0-090 0.2% 90% True False 332,779
60 121-257 119-180 2-077 1.8% 0-063 0.2% 91% True False 222,496
80 121-257 119-035 2-222 2.2% 0-047 0.1% 92% True False 166,872
100 121-257 119-035 2-222 2.2% 0-038 0.1% 92% True False 133,497
120 121-257 117-067 4-190 3.8% 0-032 0.1% 96% True False 111,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-062
2.618 123-088
1.618 122-228
1.000 122-117
0.618 122-048
HIGH 121-257
0.618 121-188
0.500 121-167
0.382 121-146
LOW 121-077
0.618 120-286
1.000 120-217
1.618 120-106
2.618 119-246
4.250 118-272
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 121-184 121-184
PP 121-175 121-175
S1 121-167 121-167

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

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