ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 121-117 121-142 0-025 0.1% 121-127
High 121-170 121-235 0-065 0.2% 121-235
Low 121-087 121-082 -0-005 0.0% 121-075
Close 121-135 121-220 0-085 0.2% 121-157
Range 0-083 0-153 0-070 84.3% 0-160
ATR 0-117 0-120 0-003 2.2% 0-000
Volume 648,967 613,939 -35,028 -5.4% 2,351,718
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-318 122-262 121-304
R3 122-165 122-109 121-262
R2 122-012 122-012 121-248
R1 121-276 121-276 121-234 121-304
PP 121-179 121-179 121-179 121-193
S1 121-123 121-123 121-206 121-151
S2 121-026 121-026 121-192
S3 120-193 120-290 121-178
S4 120-040 120-137 121-136
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-316 122-236 121-245
R3 122-156 122-076 121-201
R2 121-316 121-316 121-186
R1 121-236 121-236 121-172 121-276
PP 121-156 121-156 121-156 121-176
S1 121-076 121-076 121-142 121-116
S2 120-316 120-316 121-128
S3 120-156 120-236 121-113
S4 119-316 120-076 121-069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-235 121-075 0-160 0.4% 0-108 0.3% 91% True False 570,262
10 121-295 121-075 0-220 0.6% 0-106 0.3% 66% False False 534,961
20 122-220 121-075 1-145 1.2% 0-119 0.3% 31% False False 561,101
40 122-285 119-300 2-305 2.4% 0-123 0.3% 59% False False 617,700
60 122-285 119-235 3-050 2.6% 0-113 0.3% 62% False False 511,354
80 122-285 119-235 3-050 2.6% 0-095 0.2% 62% False False 384,631
100 122-285 119-035 3-250 3.1% 0-076 0.2% 68% False False 307,706
120 122-285 119-035 3-250 3.1% 0-063 0.2% 68% False False 256,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 123-245
2.618 122-316
1.618 122-163
1.000 122-068
0.618 122-010
HIGH 121-235
0.618 121-177
0.500 121-158
0.382 121-140
LOW 121-082
0.618 120-307
1.000 120-249
1.618 120-154
2.618 120-001
4.250 119-072
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 121-200 121-200
PP 121-179 121-179
S1 121-158 121-158

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

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