ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 120-020 120-022 0-002 0.0% 120-007
High 120-020 120-022 0-002 0.0% 120-050
Low 120-020 120-022 0-002 0.0% 119-278
Close 120-020 120-022 0-002 0.0% 120-020
Range
ATR 0-052 0-048 -0-004 -6.8% 0-000
Volume
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 120-022 120-022 120-022
R3 120-022 120-022 120-022
R2 120-022 120-022 120-022
R1 120-022 120-022 120-022 120-022
PP 120-022 120-022 120-022 120-022
S1 120-022 120-022 120-022 120-022
S2 120-022 120-022 120-022
S3 120-022 120-022 120-022
S4 120-022 120-022 120-022
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 120-287 120-246 120-071
R3 120-194 120-153 120-045
R2 120-102 120-102 120-037
R1 120-061 120-061 120-028 120-081
PP 120-009 120-009 120-009 120-019
S1 119-288 119-288 120-012 119-309
S2 119-237 119-237 120-003
S3 119-144 119-196 119-315
S4 119-052 119-103 119-289
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% 70% False False
10 120-147 119-260 0-207 0.5% 0-000 0.0% 40% False False
20 120-300 119-260 1-040 0.9% 0-000 0.0% 23% False False
40 121-062 119-260 1-122 1.2% 0-000 0.0% 19% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 120-022
2.618 120-022
1.618 120-022
1.000 120-022
0.618 120-022
HIGH 120-022
0.618 120-022
0.500 120-022
0.382 120-022
LOW 120-022
0.618 120-022
1.000 120-022
1.618 120-022
2.618 120-022
4.250 120-022
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 120-022 120-035
PP 120-022 120-031
S1 120-022 120-027

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

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