ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 10-Aug-2016

Day Change Summary
	Previous	Current
	09-Aug-2016	10-Aug-2016	Change	Change %	Previous Week
Open	121-150	121-200	0-050	0.1%	122-020
High	121-217	121-280	0-063	0.2%	122-045
Low	121-140	121-200	0-060	0.2%	121-157
Close	121-205	121-270	0-065	0.2%	121-170
Range	0-077	0-080	0-003	3.9%	0-208
ATR	0-112	0-110	-0-002	-2.1%	0-000
Volume	422,615	420,218	-2,397	-0.6%	2,768,737

Daily Pivots for day following 10-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-170	122-140	121-314
R3	122-090	122-060	121-292
R2	122-010	122-010	121-285
R1	121-300	121-300	121-277	121-315
PP	121-250	121-250	121-250	121-258
S1	121-220	121-220	121-263	121-235
S2	121-170	121-170	121-255
S3	121-090	121-140	121-248
S4	121-010	121-060	121-226

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%	0-102	0.3%	61%	False	False	506,810
10	122-045	121-122	0-243	0.6%	0-103	0.3%	61%	False	False	533,411
20	122-045	121-075	0-290	0.7%	0-104	0.3%	67%	False	False	534,186
40	122-285	120-260	2-025	1.7%	0-125	0.3%	50%	False	False	588,469
60	122-285	119-235	3-050	2.6%	0-117	0.3%	67%	False	False	596,643
80	122-285	119-235	3-050	2.6%	0-105	0.3%	67%	False	False	450,936
100	122-285	119-180	3-105	2.7%	0-086	0.2%	69%	False	False	361,047
120	122-285	119-035	3-250	3.1%	0-072	0.2%	72%	False	False	300,872

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-300
2.618	122-169
1.618	122-089
1.000	122-040
0.618	122-009
HIGH	121-280
0.618	121-249
0.500	121-240
0.382	121-231
LOW	121-200
0.618	121-151
1.000	121-120
1.618	121-071
2.618	120-311
4.250	120-180

Fisher Pivots for day following 10-Aug-2016
Pivot	1 day	3 day
R1	121-260	121-247
PP	121-250	121-224
S1	121-240	121-201

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