ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 120-282 121-230 0-268 0.7% 121-082
High 120-282 121-230 0-268 0.7% 121-230
Low 120-282 121-230 0-268 0.7% 120-282
Close 120-282 121-230 0-268 0.7% 121-230
Range
ATR 0-052 0-067 0-015 29.5% 0-000
Volume
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-230 121-230 121-230
R3 121-230 121-230 121-230
R2 121-230 121-230 121-230
R1 121-230 121-230 121-230 121-230
PP 121-230 121-230 121-230 121-230
S1 121-230 121-230 121-230 121-230
S2 121-230 121-230 121-230
S3 121-230 121-230 121-230
S4 121-230 121-230 121-230
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 123-303 123-214 122-057
R3 123-036 122-267 121-304
R2 122-088 122-088 121-279
R1 121-319 121-319 121-255 122-044
PP 121-141 121-141 121-141 121-163
S1 121-052 121-052 121-205 121-096
S2 120-193 120-193 121-181
S3 119-246 120-104 121-156
S4 118-298 119-157 121-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-230 120-282 0-268 0.7% 0-000 0.0% 100% True False
10 121-230 120-282 0-268 0.7% 0-000 0.0% 100% True False
20 121-230 119-295 1-255 1.5% 0-000 0.0% 100% True False
40 121-230 119-260 1-290 1.6% 0-000 0.0% 100% True False
60 121-230 119-260 1-290 1.6% 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
4.250 121-230
2.618 121-230
1.618 121-230
1.000 121-230
0.618 121-230
HIGH 121-230
0.618 121-230
0.500 121-230
0.382 121-230
LOW 121-230
0.618 121-230
1.000 121-230
1.618 121-230
2.618 121-230
4.250 121-230
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 121-230 121-185
PP 121-230 121-141
S1 121-230 121-096

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

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