ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 121-207 121-127 -0-080 -0.2% 122-137
High 121-240 121-187 -0-053 -0.1% 122-137
Low 121-102 121-092 -0-010 0.0% 121-102
Close 121-117 121-150 0-033 0.1% 121-117
Range 0-138 0-095 -0-043 -31.2% 1-035
ATR 0-135 0-132 -0-003 -2.1% 0-000
Volume 664,995 346,240 -318,755 -47.9% 2,998,524
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-108 122-064 121-202
R3 122-013 121-289 121-176
R2 121-238 121-238 121-167
R1 121-194 121-194 121-159 121-216
PP 121-143 121-143 121-143 121-154
S1 121-099 121-099 121-141 121-121
S2 121-048 121-048 121-133
S3 120-273 121-004 121-124
S4 120-178 120-229 121-098
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
5 122-027 121-092 0-255 0.7% 0-118 0.3% 23% False True 579,742
10 122-220 121-092 1-128 1.2% 0-129 0.3% 13% False True 563,674
20 122-285 120-260 2-025 1.7% 0-145 0.4% 32% False False 613,088
40 122-285 119-235 3-050 2.6% 0-122 0.3% 55% False False 661,471
60 122-285 119-235 3-050 2.6% 0-109 0.3% 55% False False 450,875
80 122-285 119-235 3-050 2.6% 0-086 0.2% 55% False False 338,753
100 122-285 119-035 3-250 3.1% 0-069 0.2% 62% False False 271,002
120 122-285 119-035 3-250 3.1% 0-057 0.1% 62% False False 225,835
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-271
2.618 122-116
1.618 122-021
1.000 121-282
0.618 121-246
HIGH 121-187
0.618 121-151
0.500 121-140
0.382 121-128
LOW 121-092
0.618 121-033
1.000 120-317
1.618 120-258
2.618 120-163
4.250 120-008
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 121-146 121-194
PP 121-143 121-179
S1 121-140 121-164

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

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