ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 121-200 121-262 0-062 0.2% 122-020
High 121-280 121-280 0-000 0.0% 122-045
Low 121-200 121-127 -0-073 -0.2% 121-157
Close 121-270 121-137 -0-133 -0.3% 121-170
Range 0-080 0-153 0-073 91.3% 0-208
ATR 0-110 0-113 0-003 2.8% 0-000
Volume 420,218 523,886 103,668 24.7% 2,768,737
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-000 122-222 121-221
R3 122-167 122-069 121-179
R2 122-014 122-014 121-165
R1 121-236 121-236 121-151 121-208
PP 121-181 121-181 121-181 121-168
S1 121-083 121-083 121-123 121-056
S2 121-028 121-028 121-109
S3 120-195 120-250 121-095
S4 120-042 120-097 121-053
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
5 122-032 121-122 0-230 0.6% 0-112 0.3% 7% False False 508,554
10 122-045 121-122 0-243 0.6% 0-111 0.3% 6% False False 536,842
20 122-045 121-075 0-290 0.7% 0-106 0.3% 21% False False 526,979
40 122-285 120-260 2-025 1.7% 0-124 0.3% 30% False False 581,970
60 122-285 119-235 3-050 2.6% 0-118 0.3% 54% False False 604,349
80 122-285 119-235 3-050 2.6% 0-107 0.3% 54% False False 457,375
100 122-285 119-180 3-105 2.7% 0-088 0.2% 56% False False 366,286
120 122-285 119-035 3-250 3.1% 0-073 0.2% 61% False False 305,238
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 0-024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-290
2.618 123-041
1.618 122-208
1.000 122-113
0.618 122-055
HIGH 121-280
0.618 121-222
0.500 121-204
0.382 121-185
LOW 121-127
0.618 121-032
1.000 120-294
1.618 120-199
2.618 120-046
4.250 119-117
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 121-204 121-204
PP 121-181 121-181
S1 121-159 121-159

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

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