ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 121-225 121-175 -0-050 -0.1% 121-152
High 121-252 121-265 0-013 0.0% 121-300
Low 121-162 121-102 -0-060 -0.2% 121-122
Close 121-175 121-127 -0-048 -0.1% 121-222
Range 0-090 0-163 0-073 81.1% 0-178
ATR 0-115 0-119 0-003 2.9% 0-000
Volume 331,154 693,378 362,224 109.4% 2,396,216
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-014 122-233 121-217
R3 122-171 122-070 121-172
R2 122-008 122-008 121-157
R1 121-227 121-227 121-142 121-196
PP 121-165 121-165 121-165 121-149
S1 121-064 121-064 121-112 121-033
S2 121-002 121-002 121-097
S3 120-159 120-221 121-082
S4 119-316 120-058 121-037
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-109 123-023 122-000
R3 122-251 122-165 121-271
R2 122-073 122-073 121-255
R1 121-307 121-307 121-238 122-030
PP 121-215 121-215 121-215 121-236
S1 121-129 121-129 121-206 121-172
S2 121-037 121-037 121-189
S3 120-179 120-271 121-173
S4 120-001 120-093 121-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-300 121-102 0-198 0.5% 0-132 0.3% 13% False True 508,959
10 122-045 121-102 0-263 0.7% 0-116 0.3% 10% False True 506,945
20 122-045 121-075 0-290 0.7% 0-112 0.3% 18% False False 535,945
40 122-285 120-260 2-025 1.7% 0-129 0.3% 28% False False 570,447
60 122-285 119-235 3-050 2.6% 0-119 0.3% 53% False False 624,979
80 122-285 119-235 3-050 2.6% 0-110 0.3% 53% False False 477,191
100 122-285 119-235 3-050 2.6% 0-092 0.2% 53% False False 382,293
120 122-285 119-035 3-250 3.1% 0-077 0.2% 60% False False 318,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-318
2.618 123-052
1.618 122-209
1.000 122-108
0.618 122-046
HIGH 121-265
0.618 121-203
0.500 121-184
0.382 121-164
LOW 121-102
0.618 121-001
1.000 120-259
1.618 120-158
2.618 119-315
4.250 119-049
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 121-184 121-201
PP 121-165 121-176
S1 121-146 121-152

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

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