ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 121-120 121-227 0-107 0.3% 120-255
High 121-257 121-307 0-050 0.1% 121-077
Low 121-077 121-192 0-115 0.3% 120-190
Close 121-192 121-227 0-035 0.1% 121-065
Range 0-180 0-115 -0-065 -36.1% 0-207
ATR 0-100 0-101 0-001 1.0% 0-000
Volume 783,838 924,802 140,964 18.0% 2,725,878
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-267 122-202 121-290
R3 122-152 122-087 121-259
R2 122-037 122-037 121-248
R1 121-292 121-292 121-238 121-284
PP 121-242 121-242 121-242 121-238
S1 121-177 121-177 121-216 121-170
S2 121-127 121-127 121-206
S3 121-012 121-062 121-195
S4 120-217 120-267 121-164
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
5 121-307 120-285 1-022 0.9% 0-115 0.3% 77% True False 753,439
10 121-307 120-030 1-277 1.5% 0-110 0.3% 87% True False 695,237
20 121-307 119-235 2-072 1.8% 0-101 0.3% 89% True False 689,452
40 121-307 119-235 2-072 1.8% 0-090 0.2% 89% True False 355,811
60 121-307 119-235 2-072 1.8% 0-065 0.2% 89% True False 237,909
80 121-307 119-035 2-272 2.3% 0-049 0.1% 91% True False 178,432
100 121-307 119-035 2-272 2.3% 0-039 0.1% 91% True False 142,745
120 121-307 117-067 4-240 3.9% 0-033 0.1% 95% True False 118,954
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-156
2.618 122-288
1.618 122-173
1.000 122-102
0.618 122-058
HIGH 121-307
0.618 121-263
0.500 121-250
0.382 121-236
LOW 121-192
0.618 121-121
1.000 121-077
1.618 121-006
2.618 120-211
4.250 120-023
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 121-250 121-215
PP 121-242 121-204
S1 121-234 121-192

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

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