ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 121-152 121-150 -0-002 0.0% 122-020
High 121-175 121-217 0-042 0.1% 122-045
Low 121-122 121-140 0-018 0.0% 121-157
Close 121-160 121-205 0-045 0.1% 121-170
Range 0-053 0-077 0-024 45.3% 0-208
ATR 0-115 0-112 -0-003 -2.4% 0-000
Volume 453,338 422,615 -30,723 -6.8% 2,768,737
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-098 122-069 121-247
R3 122-021 121-312 121-226
R2 121-264 121-264 121-219
R1 121-235 121-235 121-212 121-250
PP 121-187 121-187 121-187 121-195
S1 121-158 121-158 121-198 121-172
S2 121-110 121-110 121-191
S3 121-033 121-081 121-184
S4 120-276 121-004 121-163
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
5 122-045 121-122 0-243 0.6% 0-100 0.3% 34% False False 504,932
10 122-045 121-082 0-283 0.7% 0-110 0.3% 43% False False 552,783
20 122-045 121-075 0-290 0.7% 0-105 0.3% 45% False False 540,938
40 122-285 120-260 2-025 1.7% 0-126 0.3% 40% False False 599,772
60 122-285 119-235 3-050 2.6% 0-117 0.3% 60% False False 589,917
80 122-285 119-235 3-050 2.6% 0-105 0.3% 60% False False 445,697
100 122-285 119-180 3-105 2.7% 0-085 0.2% 62% False False 356,845
120 122-285 119-035 3-250 3.1% 0-071 0.2% 67% False False 297,370
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-224
2.618 122-099
1.618 122-022
1.000 121-294
0.618 121-265
HIGH 121-217
0.618 121-188
0.500 121-178
0.382 121-169
LOW 121-140
0.618 121-092
1.000 121-063
1.618 121-015
2.618 120-258
4.250 120-133
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 121-196 121-237
PP 121-187 121-226
S1 121-178 121-216

Download as Excel Spreadsheet

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

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