ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 121-155 121-175 0-020 0.1% 122-137
High 121-215 121-185 -0-030 -0.1% 122-137
Low 121-145 121-097 -0-048 -0.1% 121-102
Close 121-170 121-122 -0-048 -0.1% 121-117
Range 0-070 0-088 0-018 25.7% 1-035
ATR 0-127 0-124 -0-003 -2.2% 0-000
Volume 410,143 408,906 -1,237 -0.3% 2,998,524
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-079 122-028 121-170
R3 121-311 121-260 121-146
R2 121-223 121-223 121-138
R1 121-172 121-172 121-130 121-154
PP 121-135 121-135 121-135 121-125
S1 121-084 121-084 121-114 121-066
S2 121-047 121-047 121-106
S3 120-279 120-316 121-098
S4 120-191 120-228 121-074
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
5 121-295 121-092 0-203 0.5% 0-103 0.3% 15% False False 499,661
10 122-170 121-092 1-078 1.0% 0-116 0.3% 8% False False 537,392
20 122-285 120-260 2-025 1.7% 0-146 0.4% 27% False False 600,651
40 122-285 119-235 3-050 2.6% 0-123 0.3% 52% False False 668,398
60 122-285 119-235 3-050 2.6% 0-110 0.3% 52% False False 464,344
80 122-285 119-235 3-050 2.6% 0-088 0.2% 52% False False 348,991
100 122-285 119-035 3-250 3.1% 0-070 0.2% 60% False False 279,193
120 122-285 119-035 3-250 3.1% 0-059 0.2% 60% False False 232,660
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-239
2.618 122-095
1.618 122-007
1.000 121-273
0.618 121-239
HIGH 121-185
0.618 121-151
0.500 121-141
0.382 121-131
LOW 121-097
0.618 121-043
1.000 121-009
1.618 120-275
2.618 120-187
4.250 120-043
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 121-141 121-154
PP 121-135 121-143
S1 121-128 121-132

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

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