ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 121-075 121-000 -0-075 -0.2% 121-060
High 121-117 121-092 -0-025 -0.1% 121-215
Low 120-285 121-000 0-035 0.1% 121-015
Close 120-307 121-085 0-098 0.3% 121-030
Range 0-152 0-092 -0-060 -39.5% 0-200
ATR 0-108 0-108 0-000 -0.2% 0-000
Volume 14,541 16,891 2,350 16.2% 150,864
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-015 121-302 121-136
R3 121-243 121-210 121-110
R2 121-151 121-151 121-102
R1 121-118 121-118 121-093 121-134
PP 121-059 121-059 121-059 121-067
S1 121-026 121-026 121-077 121-042
S2 120-287 120-287 121-068
S3 120-195 120-254 121-060
S4 120-103 120-162 121-034
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-047 122-238 121-140
R3 122-167 122-038 121-085
R2 121-287 121-287 121-067
R1 121-158 121-158 121-048 121-122
PP 121-087 121-087 121-087 121-069
S1 120-278 120-278 121-012 120-242
S2 120-207 120-207 120-313
S3 120-007 120-078 120-295
S4 119-127 119-198 120-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-192 120-285 0-227 0.6% 0-108 0.3% 53% False False 20,302
10 121-215 120-285 0-250 0.6% 0-105 0.3% 48% False False 59,652
20 121-222 120-285 0-257 0.7% 0-102 0.3% 47% False False 529,939
40 122-045 120-285 1-080 1.0% 0-107 0.3% 30% False False 532,942
60 122-285 120-260 2-025 1.7% 0-120 0.3% 22% False False 556,945
80 122-285 119-235 3-050 2.6% 0-115 0.3% 49% False False 601,219
100 122-285 119-235 3-050 2.6% 0-108 0.3% 49% False False 487,741
120 122-285 119-235 3-050 2.6% 0-094 0.2% 49% False False 406,900
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-163
2.618 122-013
1.618 121-241
1.000 121-184
0.618 121-149
HIGH 121-092
0.618 121-057
0.500 121-046
0.382 121-035
LOW 121-000
0.618 120-263
1.000 120-228
1.618 120-171
2.618 120-079
4.250 119-249
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 121-072 121-070
PP 121-059 121-056
S1 121-046 121-041

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

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