ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 122-005 121-222 -0-103 -0.3% 122-075
High 122-027 121-312 -0-035 -0.1% 122-220
Low 121-205 121-222 0-017 0.0% 121-310
Close 121-237 121-275 0-038 0.1% 122-127
Range 0-142 0-090 -0-052 -36.6% 0-230
ATR 0-139 0-135 -0-003 -2.5% 0-000
Volume 664,199 555,255 -108,944 -16.4% 2,291,979
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-220 122-177 122-004
R3 122-130 122-087 121-300
R2 122-040 122-040 121-292
R1 121-317 121-317 121-283 122-018
PP 121-270 121-270 121-270 121-280
S1 121-227 121-227 121-267 121-248
S2 121-180 121-180 121-258
S3 121-090 121-137 121-250
S4 121-000 121-047 121-226
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-162 124-055 122-254
R3 123-252 123-145 122-190
R2 123-022 123-022 122-169
R1 122-235 122-235 122-148 122-288
PP 122-112 122-112 122-112 122-139
S1 122-005 122-005 122-106 122-058
S2 121-202 121-202 122-085
S3 120-292 121-095 122-064
S4 120-062 120-185 122-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-170 121-205 0-285 0.7% 0-130 0.3% 25% False False 575,123
10 122-220 121-205 1-015 0.9% 0-133 0.3% 21% False False 587,241
20 122-285 120-260 2-025 1.7% 0-146 0.4% 50% False False 642,752
40 122-285 119-235 3-050 2.6% 0-123 0.3% 67% False False 627,871
60 122-285 119-235 3-050 2.6% 0-106 0.3% 67% False False 423,186
80 122-285 119-180 3-105 2.7% 0-082 0.2% 69% False False 317,762
100 122-285 119-035 3-250 3.1% 0-065 0.2% 73% False False 254,210
120 122-285 119-035 3-250 3.1% 0-054 0.1% 73% False False 211,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 123-054
2.618 122-228
1.618 122-138
1.000 122-082
0.618 122-048
HIGH 121-312
0.618 121-278
0.500 121-267
0.382 121-256
LOW 121-222
0.618 121-166
1.000 121-132
1.618 121-076
2.618 120-306
4.250 120-160
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 121-272 122-011
PP 121-270 121-312
S1 121-267 121-294

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

View Archives - Comment on this page... - Back to Index of Symbols