ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 121-102 121-062 -0-040 -0.1% 121-122
High 121-122 121-110 -0-012 0.0% 121-307
Low 121-057 121-030 -0-027 -0.1% 121-077
Close 121-097 121-047 -0-050 -0.1% 121-160
Range 0-065 0-080 0-015 23.1% 0-230
ATR 0-100 0-098 -0-001 -1.4% 0-000
Volume 572,902 494,873 -78,029 -13.6% 3,706,641
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-302 121-255 121-091
R3 121-222 121-175 121-069
R2 121-142 121-142 121-062
R1 121-095 121-095 121-054 121-078
PP 121-062 121-062 121-062 121-054
S1 121-015 121-015 121-040 120-318
S2 120-302 120-302 121-032
S3 120-222 120-255 121-025
S4 120-142 120-175 121-003
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 123-231 123-106 121-286
R3 123-001 122-196 121-223
R2 122-091 122-091 121-202
R1 121-286 121-286 121-181 122-028
PP 121-181 121-181 121-181 121-213
S1 121-056 121-056 121-139 121-118
S2 120-271 120-271 121-118
S3 120-041 120-146 121-097
S4 119-131 119-236 121-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-307 121-030 0-277 0.7% 0-101 0.3% 6% False True 668,062
10 121-307 120-247 1-060 1.0% 0-089 0.2% 32% False False 643,140
20 121-307 119-235 2-072 1.8% 0-100 0.3% 63% False False 736,145
40 121-307 119-235 2-072 1.8% 0-092 0.2% 63% False False 396,190
60 121-307 119-235 2-072 1.8% 0-069 0.2% 63% False False 265,104
80 121-307 119-035 2-272 2.4% 0-052 0.1% 71% False False 198,828
100 121-307 119-035 2-272 2.4% 0-041 0.1% 71% False False 159,062
120 121-307 117-070 4-237 3.9% 0-034 0.1% 83% False False 132,552
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-130
2.618 121-319
1.618 121-239
1.000 121-190
0.618 121-159
HIGH 121-110
0.618 121-079
0.500 121-070
0.382 121-061
LOW 121-030
0.618 120-301
1.000 120-270
1.618 120-221
2.618 120-141
4.250 120-010
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 121-070 121-124
PP 121-062 121-098
S1 121-055 121-072

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

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