ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 121-262 121-207 -0-055 -0.1% 122-137
High 121-295 121-240 -0-055 -0.1% 122-137
Low 121-172 121-102 -0-070 -0.2% 121-102
Close 121-215 121-117 -0-098 -0.3% 121-117
Range 0-123 0-138 0-015 12.2% 1-035
ATR 0-134 0-135 0-000 0.2% 0-000
Volume 668,022 664,995 -3,027 -0.5% 2,998,524
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-247 122-160 121-193
R3 122-109 122-022 121-155
R2 121-291 121-291 121-142
R1 121-204 121-204 121-130 121-178
PP 121-153 121-153 121-153 121-140
S1 121-066 121-066 121-104 121-040
S2 121-015 121-015 121-092
S3 120-197 120-248 121-079
S4 120-059 120-110 121-041
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 125-010 124-099 121-312
R3 123-295 123-064 121-215
R2 122-260 122-260 121-182
R1 122-029 122-029 121-150 121-287
PP 121-225 121-225 121-225 121-194
S1 120-314 120-314 121-084 120-252
S2 120-190 120-190 121-052
S3 119-155 119-279 121-019
S4 118-120 118-244 120-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-137 121-102 1-035 0.9% 0-126 0.3% 4% False True 599,704
10 122-220 121-102 1-118 1.1% 0-134 0.3% 3% False True 582,015
20 122-285 120-260 2-025 1.7% 0-144 0.4% 27% False False 623,971
40 122-285 119-235 3-050 2.6% 0-122 0.3% 52% False False 656,711
60 122-285 119-235 3-050 2.6% 0-108 0.3% 52% False False 445,198
80 122-285 119-235 3-050 2.6% 0-085 0.2% 52% False False 334,425
100 122-285 119-035 3-250 3.1% 0-068 0.2% 60% False False 267,540
120 122-285 119-035 3-250 3.1% 0-057 0.1% 60% False False 222,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-186
2.618 122-281
1.618 122-143
1.000 122-058
0.618 122-005
HIGH 121-240
0.618 121-187
0.500 121-171
0.382 121-155
LOW 121-102
0.618 121-017
1.000 120-284
1.618 120-199
2.618 120-061
4.250 119-156
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 121-171 121-207
PP 121-153 121-177
S1 121-135 121-147

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

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