ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 121-107 121-165 0-058 0.1% 121-225
High 121-177 121-190 0-013 0.0% 121-265
Low 121-065 121-127 0-062 0.2% 121-090
Close 121-167 121-150 -0-017 0.0% 121-122
Range 0-112 0-063 -0-049 -43.8% 0-175
ATR 0-115 0-112 -0-004 -3.2% 0-000
Volume 467,875 554,113 86,238 18.4% 2,706,776
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-025 121-310 121-185
R3 121-282 121-247 121-167
R2 121-219 121-219 121-162
R1 121-184 121-184 121-156 121-170
PP 121-156 121-156 121-156 121-148
S1 121-121 121-121 121-144 121-107
S2 121-093 121-093 121-138
S3 121-030 121-058 121-133
S4 120-287 120-315 121-115
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-044 122-258 121-218
R3 122-189 122-083 121-170
R2 122-014 122-014 121-154
R1 121-228 121-228 121-138 121-194
PP 121-159 121-159 121-159 121-142
S1 121-053 121-053 121-106 121-018
S2 120-304 120-304 121-090
S3 120-129 120-198 121-074
S4 119-274 120-023 121-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-222 121-065 0-157 0.4% 0-096 0.2% 54% False False 540,846
10 121-300 121-065 0-235 0.6% 0-114 0.3% 36% False False 524,902
20 122-045 121-065 0-300 0.8% 0-112 0.3% 28% False False 538,842
40 122-220 121-065 1-155 1.2% 0-115 0.3% 18% False False 547,535
60 122-285 119-235 3-050 2.6% 0-119 0.3% 55% False False 596,964
80 122-285 119-235 3-050 2.6% 0-112 0.3% 55% False False 510,609
100 122-285 119-235 3-050 2.6% 0-097 0.2% 55% False False 409,335
120 122-285 119-035 3-250 3.1% 0-081 0.2% 62% False False 341,112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-025
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 122-138
2.618 122-035
1.618 121-292
1.000 121-253
0.618 121-229
HIGH 121-190
0.618 121-166
0.500 121-158
0.382 121-151
LOW 121-127
0.618 121-088
1.000 121-064
1.618 121-025
2.618 120-282
4.250 120-179
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 121-158 121-147
PP 121-156 121-143
S1 121-153 121-140

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.