ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 119-295 120-027 0-052 0.1% 120-007
High 119-295 120-027 0-052 0.1% 120-050
Low 119-295 120-027 0-052 0.1% 119-278
Close 119-295 120-027 0-052 0.1% 120-020
Range
ATR 0-048 0-048 0-000 0.7% 0-000
Volume
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 120-027 120-027 120-027
R3 120-027 120-027 120-027
R2 120-027 120-027 120-027
R1 120-027 120-027 120-027 120-027
PP 120-027 120-027 120-027 120-027
S1 120-027 120-027 120-027 120-027
S2 120-027 120-027 120-027
S3 120-027 120-027 120-027
S4 120-027 120-027 120-027
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
5 120-050 119-295 0-075 0.2% 0-000 0.0% 70% False False
10 120-050 119-278 0-093 0.2% 0-000 0.0% 76% False False
20 120-300 119-260 1-040 0.9% 0-000 0.0% 24% False False
40 121-062 119-260 1-122 1.2% 0-000 0.0% 20% 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
4.250 120-027
2.618 120-027
1.618 120-027
1.000 120-027
0.618 120-027
HIGH 120-027
0.618 120-027
0.500 120-027
0.382 120-027
LOW 120-027
0.618 120-027
1.000 120-027
1.618 120-027
2.618 120-027
4.250 120-027
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 120-027 120-019
PP 120-027 120-010
S1 120-027 120-001

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

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