ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 121-037 121-065 0-028 0.1% 121-122
High 121-087 121-065 -0-022 -0.1% 121-307
Low 121-035 120-282 -0-073 -0.2% 121-077
Close 121-070 120-297 -0-093 -0.2% 121-160
Range 0-052 0-103 0-051 98.1% 0-230
ATR 0-095 0-096 0-001 1.0% 0-000
Volume 443,317 535,444 92,127 20.8% 3,706,641
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-310 121-247 121-034
R3 121-207 121-144 121-005
R2 121-104 121-104 120-316
R1 121-041 121-041 120-306 121-021
PP 121-001 121-001 121-001 120-312
S1 120-258 120-258 120-288 120-238
S2 120-218 120-218 120-278
S3 120-115 120-155 120-269
S4 120-012 120-052 120-240
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
5 121-217 120-282 0-255 0.7% 0-073 0.2% 6% False True 522,086
10 121-307 120-282 1-025 0.9% 0-094 0.2% 4% False True 637,763
20 121-307 119-235 2-072 1.8% 0-099 0.3% 54% False False 690,631
40 121-307 119-235 2-072 1.8% 0-093 0.2% 54% False False 420,276
60 121-307 119-235 2-072 1.8% 0-071 0.2% 54% False False 281,417
80 121-307 119-035 2-272 2.4% 0-053 0.1% 64% False False 211,062
100 121-307 119-035 2-272 2.4% 0-043 0.1% 64% False False 168,850
120 121-307 117-165 4-142 3.7% 0-036 0.1% 77% False False 140,708
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 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-183
2.618 122-015
1.618 121-232
1.000 121-168
0.618 121-129
HIGH 121-065
0.618 121-026
0.500 121-014
0.382 121-001
LOW 120-282
0.618 120-218
1.000 120-179
1.618 120-115
2.618 120-012
4.250 119-164
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 121-014 121-036
PP 121-001 121-016
S1 120-309 120-317

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

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