ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 121-127 121-155 0-028 0.1% 122-137
High 121-187 121-215 0-028 0.1% 122-137
Low 121-092 121-145 0-053 0.1% 121-102
Close 121-150 121-170 0-020 0.1% 121-117
Range 0-095 0-070 -0-025 -26.3% 1-035
ATR 0-132 0-127 -0-004 -3.3% 0-000
Volume 346,240 410,143 63,903 18.5% 2,998,524
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-067 122-028 121-208
R3 121-317 121-278 121-189
R2 121-247 121-247 121-183
R1 121-208 121-208 121-176 121-228
PP 121-177 121-177 121-177 121-186
S1 121-138 121-138 121-164 121-158
S2 121-107 121-107 121-157
S3 121-037 121-068 121-151
S4 120-287 120-318 121-132
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
5 121-312 121-092 0-220 0.6% 0-103 0.3% 35% False False 528,931
10 122-220 121-092 1-128 1.2% 0-120 0.3% 17% False False 556,538
20 122-285 120-260 2-025 1.7% 0-146 0.4% 35% False False 604,950
40 122-285 119-235 3-050 2.6% 0-123 0.3% 57% False False 669,497
60 122-285 119-235 3-050 2.6% 0-110 0.3% 57% False False 457,606
80 122-285 119-235 3-050 2.6% 0-087 0.2% 57% False False 343,880
100 122-285 119-035 3-250 3.1% 0-070 0.2% 64% False False 275,104
120 122-285 119-035 3-250 3.1% 0-058 0.1% 64% False False 229,253
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 0-026
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 122-192
2.618 122-078
1.618 122-008
1.000 121-285
0.618 121-258
HIGH 121-215
0.618 121-188
0.500 121-180
0.382 121-172
LOW 121-145
0.618 121-102
1.000 121-075
1.618 121-032
2.618 120-282
4.250 120-168
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 121-180 121-169
PP 121-177 121-167
S1 121-173 121-166

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

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