ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 121-230 122-058 0-147 0.4% 121-082
High 121-230 122-058 0-147 0.4% 121-230
Low 121-230 122-058 0-147 0.4% 120-282
Close 121-230 122-058 0-147 0.4% 121-230
Range
ATR 0-067 0-073 0-006 8.5% 0-000
Volume
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 122-058 122-058 122-058
R3 122-058 122-058 122-058
R2 122-058 122-058 122-058
R1 122-058 122-058 122-058 122-058
PP 122-058 122-058 122-058 122-058
S1 122-058 122-058 122-058 122-058
S2 122-058 122-058 122-058
S3 122-058 122-058 122-058
S4 122-058 122-058 122-058
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
5 122-058 120-282 1-095 1.1% 0-000 0.0% 100% True False
10 122-058 120-282 1-095 1.1% 0-000 0.0% 100% True False
20 122-058 119-295 2-082 1.8% 0-000 0.0% 100% True False
40 122-058 119-260 2-118 1.9% 0-000 0.0% 100% True False
60 122-058 119-260 2-118 1.9% 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
4.250 122-058
2.618 122-058
1.618 122-058
1.000 122-058
0.618 122-058
HIGH 122-058
0.618 122-058
0.500 122-058
0.382 122-058
LOW 122-058
0.618 122-058
1.000 122-058
1.618 122-058
2.618 122-058
4.250 122-058
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 122-058 121-308
PP 122-058 121-239
S1 122-058 121-170

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

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