ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 121-070 121-060 -0-010 0.0% 120-302
High 121-162 121-200 0-038 0.1% 121-162
Low 121-025 121-042 0-017 0.0% 120-290
Close 121-080 121-185 0-105 0.3% 121-080
Range 0-137 0-158 0-021 15.3% 0-192
ATR 0-108 0-111 0-004 3.3% 0-000
Volume 37,324 78,847 41,523 111.3% 2,306,407
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-296 122-239 121-272
R3 122-138 122-081 121-228
R2 121-300 121-300 121-214
R1 121-243 121-243 121-199 121-272
PP 121-142 121-142 121-142 121-157
S1 121-085 121-085 121-171 121-114
S2 120-304 120-304 121-156
S3 120-146 120-247 121-142
S4 119-308 120-089 121-098
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-007 122-235 121-186
R3 122-135 122-043 121-133
R2 121-263 121-263 121-115
R1 121-171 121-171 121-098 121-217
PP 121-071 121-071 121-071 121-094
S1 120-299 120-299 121-062 121-025
S2 120-199 120-199 121-045
S3 120-007 120-107 121-027
S4 119-135 119-235 120-294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-200 120-317 0-203 0.5% 0-108 0.3% 93% True False 250,308
10 121-200 120-290 0-230 0.6% 0-103 0.3% 93% True False 832,010
20 121-300 120-290 1-010 0.8% 0-109 0.3% 65% False False 671,881
40 122-045 120-290 1-075 1.0% 0-109 0.3% 54% False False 612,449
60 122-285 120-260 2-025 1.7% 0-120 0.3% 37% False False 626,127
80 122-285 119-235 3-050 2.6% 0-115 0.3% 58% False False 605,408
100 122-285 119-235 3-050 2.6% 0-105 0.3% 58% False False 486,747
120 122-285 119-180 3-105 2.7% 0-089 0.2% 61% False False 405,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-232
2.618 122-294
1.618 122-136
1.000 122-038
0.618 121-298
HIGH 121-200
0.618 121-140
0.500 121-121
0.382 121-102
LOW 121-042
0.618 120-264
1.000 120-204
1.618 120-106
2.618 119-268
4.250 119-010
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 121-164 121-156
PP 121-142 121-127
S1 121-121 121-098

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

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