ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 122-065 122-075 0-010 0.0% 121-290
High 122-190 122-185 -0-005 0.0% 122-190
Low 122-037 122-027 -0-010 0.0% 121-247
Close 122-045 122-155 0-110 0.3% 122-045
Range 0-153 0-158 0-005 3.3% 0-263
ATR 0-138 0-139 0-001 1.1% 0-000
Volume 529,650 481,497 -48,153 -9.1% 3,098,158
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-276 123-214 122-242
R3 123-118 123-056 122-198
R2 122-280 122-280 122-184
R1 122-218 122-218 122-169 122-249
PP 122-122 122-122 122-122 122-138
S1 122-060 122-060 122-141 122-091
S2 121-284 121-284 122-126
S3 121-126 121-222 122-112
S4 120-288 121-064 122-068
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-203 124-067 122-190
R3 123-260 123-124 122-117
R2 122-317 122-317 122-093
R1 122-181 122-181 122-069 122-249
PP 122-054 122-054 122-054 122-088
S1 121-238 121-238 122-021 121-306
S2 121-111 121-111 121-317
S3 120-168 120-295 121-293
S4 119-225 120-032 121-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-190 121-247 0-263 0.7% 0-134 0.3% 87% False False 582,581
10 122-285 120-260 2-025 1.7% 0-172 0.4% 80% False False 653,361
20 122-285 120-222 2-063 1.8% 0-130 0.3% 82% False False 643,657
40 122-285 119-235 3-050 2.6% 0-114 0.3% 87% False False 544,286
60 122-285 119-235 3-050 2.6% 0-095 0.2% 87% False False 365,523
80 122-285 119-035 3-250 3.1% 0-072 0.2% 89% False False 274,312
100 122-285 119-035 3-250 3.1% 0-058 0.1% 89% False False 219,450
120 122-285 118-278 4-007 3.3% 0-048 0.1% 90% False False 182,875
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 0-020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 124-216
2.618 123-279
1.618 123-121
1.000 123-023
0.618 122-283
HIGH 122-185
0.618 122-125
0.500 122-106
0.382 122-087
LOW 122-027
0.618 121-249
1.000 121-189
1.618 121-091
2.618 120-253
4.250 119-316
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 122-139 122-123
PP 122-122 122-091
S1 122-106 122-058

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

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