ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 121-280 122-032 0-072 0.2% 122-020
High 122-045 122-032 -0-013 0.0% 122-045
Low 121-260 121-157 -0-103 -0.3% 121-157
Close 122-022 121-170 -0-172 -0.4% 121-170
Range 0-105 0-195 0-090 85.7% 0-208
ATR 0-114 0-120 0-006 5.1% 0-000
Volume 515,164 722,715 207,551 40.3% 2,768,737
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-171 123-046 121-277
R3 122-296 122-171 121-224
R2 122-101 122-101 121-206
R1 121-296 121-296 121-188 121-261
PP 121-226 121-226 121-226 121-209
S1 121-101 121-101 121-152 121-066
S2 121-031 121-031 121-134
S3 120-156 120-226 121-116
S4 119-281 120-031 121-063
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-215 123-080 121-284
R3 123-007 122-192 121-227
R2 122-119 122-119 121-208
R1 121-304 121-304 121-189 121-268
PP 121-231 121-231 121-231 121-212
S1 121-096 121-096 121-151 121-060
S2 121-023 121-023 121-132
S3 120-135 120-208 121-113
S4 119-247 120-000 121-056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-045 121-157 0-208 0.5% 0-109 0.3% 6% False True 553,747
10 122-045 121-082 0-283 0.7% 0-112 0.3% 31% False False 570,282
20 122-137 121-075 1-062 1.0% 0-112 0.3% 25% False False 552,653
40 122-285 120-260 2-025 1.7% 0-127 0.3% 35% False False 607,529
60 122-285 119-235 3-050 2.6% 0-118 0.3% 57% False False 576,289
80 122-285 119-235 3-050 2.6% 0-103 0.3% 57% False False 434,902
100 122-285 119-180 3-105 2.7% 0-084 0.2% 59% False False 348,085
120 122-285 119-035 3-250 3.1% 0-070 0.2% 64% False False 290,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-221
2.618 123-223
1.618 123-028
1.000 122-227
0.618 122-153
HIGH 122-032
0.618 121-278
0.500 121-254
0.382 121-231
LOW 121-157
0.618 121-036
1.000 120-282
1.618 120-161
2.618 119-286
4.250 118-288
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 121-254 121-261
PP 121-226 121-231
S1 121-198 121-200

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

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