ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 119-278 120-050 0-093 0.2% 120-193
High 119-278 120-050 0-093 0.2% 120-193
Low 119-278 120-050 0-093 0.2% 119-260
Close 119-278 120-050 0-093 0.2% 120-002
Range
ATR 0-050 0-053 0-003 6.0% 0-000
Volume
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 120-050 120-050 120-050
R3 120-050 120-050 120-050
R2 120-050 120-050 120-050
R1 120-050 120-050 120-050 120-050
PP 120-050 120-050 120-050 120-050
S1 120-050 120-050 120-050 120-050
S2 120-050 120-050 120-050
S3 120-050 120-050 120-050
S4 120-050 120-050 120-050
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 122-163 122-015 120-141
R3 121-230 121-083 120-072
R2 120-298 120-298 120-049
R1 120-150 120-150 120-026 120-098
PP 120-045 120-045 120-045 120-019
S1 119-217 119-217 119-299 119-165
S2 119-112 119-112 119-276
S3 118-180 118-285 119-253
S4 117-247 118-032 119-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 119-278 0-093 0.2% 0-000 0.0% 100% True False
10 120-282 119-260 1-022 0.9% 0-000 0.0% 32% False False
20 120-300 119-260 1-040 0.9% 0-000 0.0% 31% False False
40 121-062 119-260 1-122 1.2% 0-000 0.0% 25% 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
4.250 120-050
2.618 120-050
1.618 120-050
1.000 120-050
0.618 120-050
HIGH 120-050
0.618 120-050
0.500 120-050
0.382 120-050
LOW 120-050
0.618 120-050
1.000 120-050
1.618 120-050
2.618 120-050
4.250 120-050
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 120-050 120-035
PP 120-050 120-019
S1 120-050 120-004

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

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