ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 121-142 121-230 0-088 0.2% 121-127
High 121-235 121-250 0-015 0.0% 121-235
Low 121-082 121-180 0-098 0.3% 121-075
Close 121-220 121-225 0-005 0.0% 121-157
Range 0-153 0-070 -0-083 -54.2% 0-160
ATR 0-120 0-116 -0-004 -3.0% 0-000
Volume 613,939 489,570 -124,369 -20.3% 2,351,718
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-108 122-077 121-264
R3 122-038 122-007 121-244
R2 121-288 121-288 121-238
R1 121-257 121-257 121-231 121-238
PP 121-218 121-218 121-218 121-209
S1 121-187 121-187 121-219 121-168
S2 121-148 121-148 121-212
S3 121-078 121-117 121-206
S4 121-008 121-047 121-186
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
5 121-250 121-082 0-168 0.4% 0-096 0.2% 85% True False 532,910
10 121-250 121-075 0-175 0.4% 0-100 0.3% 86% True False 517,116
20 122-220 121-075 1-145 1.2% 0-118 0.3% 32% False False 559,826
40 122-285 119-305 2-300 2.4% 0-123 0.3% 60% False False 612,535
60 122-285 119-235 3-050 2.6% 0-113 0.3% 62% False False 519,394
80 122-285 119-235 3-050 2.6% 0-096 0.2% 62% False False 390,690
100 122-285 119-035 3-250 3.1% 0-077 0.2% 69% False False 312,601
120 122-285 119-035 3-250 3.1% 0-064 0.2% 69% False False 260,501
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
4.250 122-228
2.618 122-113
1.618 122-043
1.000 122-000
0.618 121-293
HIGH 121-250
0.618 121-223
0.500 121-215
0.382 121-207
LOW 121-180
0.618 121-137
1.000 121-110
1.618 121-067
2.618 120-317
4.250 120-202
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 121-222 121-205
PP 121-218 121-186
S1 121-215 121-166

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

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