ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 119-260 120-000 0-060 0.2% 120-300
High 119-260 120-000 0-060 0.2% 120-300
Low 119-260 120-000 0-060 0.2% 120-225
Close 119-260 120-000 0-060 0.2% 120-282
Range
ATR 0-063 0-062 0-000 -0.3% 0-000
Volume
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 120-000 120-000 120-000
R3 120-000 120-000 120-000
R2 120-000 120-000 120-000
R1 120-000 120-000 120-000 120-000
PP 120-000 120-000 120-000 120-000
S1 120-000 120-000 120-000 120-000
S2 120-000 120-000 120-000
S3 120-000 120-000 120-000
S4 120-000 120-000 120-000
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 121-174 121-143 121-004
R3 121-099 121-068 120-303
R2 121-024 121-024 120-296
R1 120-313 120-313 120-289 120-291
PP 120-269 120-269 120-269 120-258
S1 120-238 120-238 120-276 120-216
S2 120-194 120-194 120-269
S3 120-119 120-163 120-262
S4 120-044 120-088 120-241
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-282 119-260 1-022 0.9% 0-000 0.0% 18% False False
10 120-300 119-260 1-040 0.9% 0-000 0.0% 17% False False
20 120-300 119-260 1-040 0.9% 0-000 0.0% 17% False False
40 121-062 119-250 1-132 1.2% 0-000 0.0% 15% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-000
2.618 120-000
1.618 120-000
1.000 120-000
0.618 120-000
HIGH 120-000
0.618 120-000
0.500 120-000
0.382 120-000
LOW 120-000
0.618 120-000
1.000 120-000
1.618 120-000
2.618 120-000
4.250 120-000
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 120-000 120-044
PP 120-000 120-029
S1 120-000 120-015

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

View Archives - Comment on this page... - Back to Index of Symbols