ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 122-118 122-150 0-033 0.1% 122-155
High 122-118 122-162 0-045 0.1% 122-162
Low 122-118 122-127 0-010 0.0% 122-113
Close 122-118 122-127 0-010 0.0% 122-127
Range 0-000 0-035 0-035 0-050
ATR 0-058 0-057 -0-001 -1.6% 0-000
Volume 0 3 3 3
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-244 122-221 122-147
R3 122-209 122-186 122-137
R2 122-174 122-174 122-134
R1 122-151 122-151 122-131 122-145
PP 122-139 122-139 122-139 122-136
S1 122-116 122-116 122-124 122-110
S2 122-104 122-104 122-121
S3 122-069 122-081 122-118
S4 122-034 122-046 122-108
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-284 122-256 122-155
R3 122-234 122-206 122-141
R2 122-184 122-184 122-137
R1 122-156 122-156 122-132 122-145
PP 122-134 122-134 122-134 122-129
S1 122-106 122-106 122-123 122-095
S2 122-084 122-084 122-118
S3 122-034 122-056 122-114
S4 121-304 122-006 122-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-162 122-030 0-132 0.3% 0-007 0.0% 74% True False
10 122-162 121-230 0-252 0.6% 0-004 0.0% 86% True False
20 122-162 120-282 1-200 1.3% 0-002 0.0% 93% True False
40 122-162 119-260 2-222 2.2% 0-001 0.0% 96% True False
60 122-162 119-260 2-222 2.2% 0-001 0.0% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 122-311
2.618 122-254
1.618 122-219
1.000 122-198
0.618 122-184
HIGH 122-162
0.618 122-149
0.500 122-145
0.382 122-141
LOW 122-127
0.618 122-106
1.000 122-092
1.618 122-071
2.618 122-036
4.250 121-299
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 122-145 122-138
PP 122-139 122-134
S1 122-133 122-131

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

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