ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 121-055 120-282 -0-093 -0.2% 121-107
High 121-055 120-282 -0-093 -0.2% 121-213
Low 121-055 120-282 -0-093 -0.2% 121-107
Close 121-055 120-282 -0-093 -0.2% 121-145
Range
ATR 0-049 0-052 0-003 6.3% 0-000
Volume
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 120-282 120-282 120-282
R3 120-282 120-282 120-282
R2 120-282 120-282 120-282
R1 120-282 120-282 120-282 120-282
PP 120-282 120-282 120-282 120-282
S1 120-282 120-282 120-282 120-282
S2 120-282 120-282 120-282
S3 120-282 120-282 120-282
S4 120-282 120-282 120-282
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-150 122-093 121-203
R3 122-045 121-308 121-174
R2 121-260 121-260 121-164
R1 121-203 121-203 121-155 121-231
PP 121-155 121-155 121-155 121-169
S1 121-097 121-097 121-135 121-126
S2 121-050 121-050 121-126
S3 120-265 120-312 121-116
S4 120-160 120-207 121-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-145 120-282 0-182 0.5% 0-000 0.0% 0% False True
10 121-213 120-282 0-250 0.6% 0-000 0.0% 0% False True
20 121-213 119-295 1-238 1.4% 0-000 0.0% 55% False False
40 121-213 119-260 1-273 1.5% 0-000 0.0% 58% False False
60 121-213 119-260 1-273 1.5% 0-000 0.0% 58% 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
4.250 120-282
2.618 120-282
1.618 120-282
1.000 120-282
0.618 120-282
HIGH 120-282
0.618 120-282
0.500 120-282
0.382 120-282
LOW 120-282
0.618 120-282
1.000 120-282
1.618 120-282
2.618 120-282
4.250 120-282
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 120-282 121-009
PP 120-282 120-313
S1 120-282 120-298

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

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