ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 121-080 121-052 -0-028 -0.1% 121-107
High 121-110 121-102 -0-008 0.0% 121-190
Low 121-042 120-317 -0-045 -0.1% 120-292
Close 121-077 121-082 0-005 0.0% 120-297
Range 0-068 0-105 0-037 54.4% 0-218
ATR 0-106 0-106 0-000 0.0% 0-000
Volume 254,282 97,496 -156,786 -61.7% 6,402,722
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-055 122-014 121-140
R3 121-270 121-229 121-111
R2 121-165 121-165 121-101
R1 121-124 121-124 121-092 121-144
PP 121-060 121-060 121-060 121-071
S1 121-019 121-019 121-072 121-040
S2 120-275 120-275 121-063
S3 120-170 120-234 121-053
S4 120-065 120-129 121-024
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-060 122-237 121-097
R3 122-162 122-019 121-037
R2 121-264 121-264 121-017
R1 121-121 121-121 120-317 121-084
PP 121-046 121-046 121-046 121-028
S1 120-223 120-223 120-277 120-186
S2 120-148 120-148 120-257
S3 119-250 120-005 120-237
S4 119-032 119-107 120-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-172 120-290 0-202 0.5% 0-113 0.3% 55% False False 836,142
10 121-215 120-290 0-245 0.6% 0-096 0.2% 46% False False 920,246
20 122-032 120-290 1-062 1.0% 0-107 0.3% 29% False False 724,875
40 122-170 120-290 1-200 1.3% 0-109 0.3% 22% False False 638,034
60 122-285 120-260 2-025 1.7% 0-118 0.3% 21% False False 644,595
80 122-285 119-235 3-050 2.6% 0-113 0.3% 48% False False 604,669
100 122-285 119-235 3-050 2.6% 0-103 0.3% 48% False False 485,675
120 122-285 119-035 3-250 3.1% 0-086 0.2% 57% False False 404,861
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-228
2.618 122-057
1.618 121-272
1.000 121-207
0.618 121-167
HIGH 121-102
0.618 121-062
0.500 121-050
0.382 121-037
LOW 120-317
0.618 120-252
1.000 120-212
1.618 120-147
2.618 120-042
4.250 119-191
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 121-071 121-072
PP 121-060 121-063
S1 121-050 121-054

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

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