ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 121-065 120-270 -0-115 -0.3% 121-102
High 121-065 122-285 1-220 1.4% 122-285
Low 120-282 120-260 -0-022 -0.1% 120-260
Close 120-297 121-245 0-268 0.7% 121-245
Range 0-103 2-025 1-242 545.6% 2-025
ATR 0-096 0-137 0-041 42.4% 0-000
Volume 535,444 1,480,328 944,884 176.5% 3,526,864
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 128-018 126-317 122-291
R3 125-313 124-292 122-108
R2 123-288 123-288 122-047
R1 122-267 122-267 121-306 123-118
PP 121-263 121-263 121-263 122-029
S1 120-242 120-242 121-184 121-092
S2 119-238 119-238 121-123
S3 117-213 118-217 121-062
S4 115-188 116-192 120-199
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 128-018 126-317 122-291
R3 125-313 124-292 122-108
R2 123-288 123-288 122-047
R1 122-267 122-267 121-306 123-118
PP 121-263 121-263 121-263 122-029
S1 120-242 120-242 121-184 121-092
S2 119-238 119-238 121-123
S3 117-213 118-217 121-062
S4 115-188 116-192 120-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-285 120-260 2-025 1.7% 0-193 0.5% 46% True True 705,372
10 122-285 120-260 2-025 1.7% 0-150 0.4% 46% True True 723,350
20 122-285 119-235 3-050 2.6% 0-128 0.3% 64% True False 699,856
40 122-285 119-235 3-050 2.6% 0-107 0.3% 64% True False 457,039
60 122-285 119-235 3-050 2.6% 0-082 0.2% 64% True False 306,089
80 122-285 119-035 3-250 3.1% 0-062 0.2% 70% True False 229,567
100 122-285 119-035 3-250 3.1% 0-049 0.1% 70% True False 183,653
120 122-285 117-210 5-075 4.3% 0-041 0.1% 79% True False 153,044
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 0-019
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 131-231
2.618 128-106
1.618 126-081
1.000 124-310
0.618 124-056
HIGH 122-285
0.618 122-031
0.500 121-272
0.382 121-194
LOW 120-260
0.618 119-169
1.000 118-235
1.618 117-144
2.618 115-119
4.250 111-314
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 121-272 121-272
PP 121-263 121-263
S1 121-254 121-254

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

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