ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 121-245 122-020 0-095 0.2% 121-155
High 122-025 122-022 -0-003 0.0% 122-025
Low 121-140 121-260 0-120 0.3% 121-082
Close 122-005 121-300 -0-025 -0.1% 122-005
Range 0-205 0-082 -0-123 -60.0% 0-263
ATR 0-122 0-120 -0-003 -2.4% 0-000
Volume 779,633 535,397 -244,236 -31.3% 2,934,087
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-227 122-185 122-025
R3 122-145 122-103 122-003
R2 122-063 122-063 121-315
R1 122-021 122-021 121-308 122-001
PP 121-301 121-301 121-301 121-290
S1 121-259 121-259 121-292 121-239
S2 121-219 121-219 121-285
S3 121-137 121-177 121-277
S4 121-055 121-095 121-255
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-080 123-305 122-150
R3 123-137 123-042 122-077
R2 122-194 122-194 122-053
R1 122-099 122-099 122-029 122-146
PP 121-251 121-251 121-251 121-274
S1 121-156 121-156 121-301 121-204
S2 120-308 120-308 121-277
S3 120-045 120-213 121-253
S4 119-102 119-270 121-180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-025 121-082 0-263 0.7% 0-119 0.3% 83% False False 613,501
10 122-025 121-075 0-270 0.7% 0-106 0.3% 83% False False 547,496
20 122-220 121-075 1-145 1.2% 0-117 0.3% 48% False False 555,585
40 122-285 120-190 2-095 1.9% 0-122 0.3% 59% False False 604,231
60 122-285 119-235 3-050 2.6% 0-115 0.3% 70% False False 540,764
80 122-285 119-235 3-050 2.6% 0-098 0.3% 70% False False 407,021
100 122-285 119-035 3-250 3.1% 0-079 0.2% 75% False False 325,752
120 122-285 119-035 3-250 3.1% 0-066 0.2% 75% False False 271,460
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-050
2.618 122-237
1.618 122-155
1.000 122-104
0.618 122-073
HIGH 122-022
0.618 121-311
0.500 121-301
0.382 121-291
LOW 121-260
0.618 121-209
1.000 121-178
1.618 121-127
2.618 121-045
4.250 120-232
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 121-301 121-281
PP 121-301 121-262
S1 121-300 121-242

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

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