ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 121-050 121-107 0-057 0.1% 120-238
High 121-050 121-107 0-057 0.1% 121-050
Low 121-050 121-107 0-057 0.1% 120-238
Close 121-050 121-107 0-057 0.1% 121-050
Range
ATR 0-052 0-052 0-000 0.8% 0-000
Volume
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-107 121-107 121-107
R3 121-107 121-107 121-107
R2 121-107 121-107 121-107
R1 121-107 121-107 121-107 121-107
PP 121-107 121-107 121-107 121-107
S1 121-107 121-107 121-107 121-107
S2 121-107 121-107 121-107
S3 121-107 121-107 121-107
S4 121-107 121-107 121-107
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-083 122-039 121-123
R3 121-271 121-227 121-086
R2 121-138 121-138 121-074
R1 121-094 121-094 121-062 121-116
PP 121-006 121-006 121-006 121-017
S1 120-282 120-282 121-038 120-304
S2 120-193 120-193 121-026
S3 120-061 120-149 121-014
S4 119-248 120-017 120-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-107 120-253 0-175 0.5% 0-000 0.0% 100% True False
10 121-107 119-295 1-132 1.2% 0-000 0.0% 100% True False
20 121-107 119-260 1-167 1.3% 0-000 0.0% 100% True False
40 121-107 119-260 1-167 1.3% 0-000 0.0% 100% True 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
4.250 121-107
2.618 121-107
1.618 121-107
1.000 121-107
0.618 121-107
HIGH 121-107
0.618 121-107
0.500 121-107
0.382 121-107
LOW 121-107
0.618 121-107
1.000 121-107
1.618 121-107
2.618 121-107
4.250 121-107
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 121-107 121-084
PP 121-107 121-060
S1 121-107 121-036

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

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