ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 121-162 121-147 -0-015 0.0% 121-225
High 121-180 121-165 -0-015 0.0% 121-265
Low 121-135 121-102 -0-033 -0.1% 121-090
Close 121-152 121-120 -0-032 -0.1% 121-122
Range 0-045 0-063 0-018 40.0% 0-175
ATR 0-107 0-104 -0-003 -2.9% 0-000
Volume 1,337,551 2,131,553 794,002 59.4% 2,706,776
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 121-318 121-282 121-155
R3 121-255 121-219 121-137
R2 121-192 121-192 121-132
R1 121-156 121-156 121-126 121-142
PP 121-129 121-129 121-129 121-122
S1 121-093 121-093 121-114 121-080
S2 121-066 121-066 121-108
S3 121-003 121-030 121-103
S4 120-260 120-287 121-085
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
5 121-215 121-065 0-150 0.4% 0-080 0.2% 37% False False 1,004,349
10 121-300 121-065 0-235 0.6% 0-102 0.3% 23% False False 777,402
20 122-045 121-065 0-300 0.8% 0-106 0.3% 18% False False 657,122
40 122-220 121-065 1-155 1.2% 0-112 0.3% 12% False False 608,474
60 122-285 119-305 2-300 2.4% 0-117 0.3% 48% False False 627,397
80 122-285 119-235 3-050 2.6% 0-111 0.3% 52% False False 553,826
100 122-285 119-235 3-050 2.6% 0-098 0.3% 52% False False 443,976
120 122-285 119-035 3-250 3.1% 0-082 0.2% 60% False False 370,022
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-113
2.618 122-010
1.618 121-267
1.000 121-228
0.618 121-204
HIGH 121-165
0.618 121-141
0.500 121-134
0.382 121-126
LOW 121-102
0.618 121-063
1.000 121-039
1.618 121-000
2.618 120-257
4.250 120-154
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 121-134 121-146
PP 121-129 121-137
S1 121-124 121-129

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

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