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