ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 121-065 121-110 0-045 0.1% 121-025
High 121-167 121-152 -0-015 0.0% 121-167
Low 121-050 121-062 0-012 0.0% 120-285
Close 121-102 121-067 -0-035 -0.1% 121-067
Range 0-117 0-090 -0-027 -23.1% 0-202
ATR 0-109 0-107 -0-001 -1.2% 0-000
Volume 9,793 3,956 -5,837 -59.6% 70,309
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-044 121-305 121-116
R3 121-274 121-215 121-092
R2 121-184 121-184 121-084
R1 121-125 121-125 121-075 121-110
PP 121-094 121-094 121-094 121-086
S1 121-035 121-035 121-059 121-020
S2 121-004 121-004 121-050
S3 120-234 120-265 121-042
S4 120-144 120-175 121-018
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-032 122-252 121-178
R3 122-150 122-050 121-123
R2 121-268 121-268 121-104
R1 121-168 121-168 121-086 121-218
PP 121-066 121-066 121-066 121-092
S1 120-286 120-286 121-048 121-016
S2 120-184 120-184 121-030
S3 119-302 120-084 121-011
S4 119-100 119-202 120-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-167 120-285 0-202 0.5% 0-107 0.3% 50% False False 14,061
10 121-215 120-285 0-250 0.6% 0-108 0.3% 41% False False 25,849
20 121-215 120-285 0-250 0.6% 0-102 0.3% 41% False False 473,047
40 122-045 120-285 1-080 1.0% 0-106 0.3% 26% False False 506,155
60 122-285 120-260 2-025 1.7% 0-121 0.3% 19% False False 541,537
80 122-285 119-235 3-050 2.6% 0-115 0.3% 47% False False 586,492
100 122-285 119-235 3-050 2.6% 0-110 0.3% 47% False False 487,800
120 122-285 119-235 3-050 2.6% 0-095 0.2% 47% False False 407,015
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-214
2.618 122-068
1.618 121-298
1.000 121-242
0.618 121-208
HIGH 121-152
0.618 121-118
0.500 121-107
0.382 121-096
LOW 121-062
0.618 121-006
1.000 120-292
1.618 120-236
2.618 120-146
4.250 120-000
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 121-107 121-084
PP 121-094 121-078
S1 121-080 121-072

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

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