ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	121-250	121-280	0-030	0.1%	121-155
High	121-290	122-045	0-075	0.2%	122-025
Low	121-220	121-260	0-040	0.1%	121-082
Close	121-280	122-022	0-062	0.2%	122-005
Range	0-070	0-105	0-035	50.0%	0-263
ATR	0-115	0-114	-0-001	-0.6%	0-000
Volume	410,830	515,164	104,334	25.4%	2,934,087

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-317	122-275	122-080
R3	122-212	122-170	122-051
R2	122-107	122-107	122-041
R1	122-065	122-065	122-032	122-086
PP	122-002	122-002	122-002	122-013
S1	121-280	121-280	122-012	121-301
S2	121-217	121-217	122-003
S3	121-112	121-175	121-313
S4	121-007	121-070	121-284

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	122-045	121-140	0-225	0.6%	0-111	0.3%	90%	True	False	565,131
10	122-045	121-082	0-283	0.7%	0-104	0.3%	92%	True	False	549,020
20	122-170	121-075	1-095	1.1%	0-111	0.3%	64%	False	False	551,193
40	122-285	120-260	2-025	1.7%	0-123	0.3%	60%	False	False	604,455
60	122-285	119-235	3-050	2.6%	0-115	0.3%	74%	False	False	564,600
80	122-285	119-235	3-050	2.6%	0-102	0.3%	74%	False	False	425,875
100	122-285	119-035	3-250	3.1%	0-082	0.2%	78%	False	False	340,858
120	122-285	119-035	3-250	3.1%	0-068	0.2%	78%	False	False	284,048

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-034
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-171
2.618	123-000
1.618	122-215
1.000	122-150
0.618	122-110
HIGH	122-045
0.618	122-005
0.500	121-312
0.382	121-300
LOW	121-260
0.618	121-195
1.000	121-155
1.618	121-090
2.618	120-305
4.250	120-134

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	122-012	122-002
PP	122-002	121-303
S1	121-312	121-284

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols