ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 122-152 122-142 -0-010 0.0% 121-290
High 122-220 122-157 -0-063 -0.2% 122-190
Low 122-097 122-055 -0-042 -0.1% 121-247
Close 122-112 122-117 0-005 0.0% 122-045
Range 0-123 0-102 -0-021 -17.1% 0-263
ATR 0-138 0-135 -0-003 -1.9% 0-000
Volume 600,372 516,592 -83,780 -14.0% 3,098,158
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-096 123-048 122-173
R3 122-314 122-266 122-145
R2 122-212 122-212 122-136
R1 122-164 122-164 122-126 122-137
PP 122-110 122-110 122-110 122-096
S1 122-062 122-062 122-108 122-035
S2 122-008 122-008 122-098
S3 121-226 121-280 122-089
S4 121-124 121-178 122-061
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
5 122-220 121-247 0-293 0.7% 0-136 0.3% 65% False False 599,663
10 122-285 120-260 2-025 1.7% 0-181 0.5% 75% False False 671,239
20 122-285 120-260 2-025 1.7% 0-135 0.3% 75% False False 657,716
40 122-285 119-235 3-050 2.6% 0-117 0.3% 83% False False 571,304
60 122-285 119-235 3-050 2.6% 0-098 0.3% 83% False False 384,102
80 122-285 119-035 3-250 3.1% 0-075 0.2% 86% False False 288,274
100 122-285 119-035 3-250 3.1% 0-060 0.2% 86% False False 230,619
120 122-285 119-035 3-250 3.1% 0-050 0.1% 86% False False 192,183
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 123-270
2.618 123-104
1.618 123-002
1.000 122-259
0.618 122-220
HIGH 122-157
0.618 122-118
0.500 122-106
0.382 122-094
LOW 122-055
0.618 121-312
1.000 121-273
1.618 121-210
2.618 121-108
4.250 120-262
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 122-113 122-124
PP 122-110 122-121
S1 122-106 122-119

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

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