ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 121-195 121-127 -0-068 -0.2% 122-010
High 121-245 121-227 -0-018 0.0% 122-010
Low 121-193 121-102 -0-090 -0.2% 121-102
Close 121-218 121-113 -0-105 -0.3% 121-113
Range 0-052 0-125 0-073 138.2% 0-228
ATR 0-065 0-069 0-004 6.6% 0-000
Volume 1,627 253 -1,374 -84.4% 1,880
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-202 122-122 121-181
R3 122-077 121-317 121-147
R2 121-272 121-272 121-135
R1 121-193 121-193 121-124 121-170
PP 121-147 121-147 121-147 121-136
S1 121-068 121-068 121-101 121-045
S2 121-023 121-023 121-090
S3 120-218 120-263 121-078
S4 120-093 120-138 121-044
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-224 123-076 121-238
R3 122-317 122-168 121-175
R2 122-089 122-089 121-154
R1 121-261 121-261 121-133 121-221
PP 121-182 121-182 121-182 121-162
S1 121-033 121-033 121-092 120-314
S2 120-274 120-274 121-071
S3 120-047 120-126 121-050
S4 119-139 119-218 120-307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-010 121-102 0-228 0.6% 0-040 0.1% 4% False True 376
10 122-162 121-102 1-060 1.0% 0-024 0.1% 3% False True 188
20 122-162 120-282 1-200 1.3% 0-012 0.0% 29% False False 94
40 122-162 119-278 2-205 2.2% 0-006 0.0% 56% False False 47
60 122-162 119-260 2-222 2.2% 0-004 0.0% 57% False False 31
80 122-162 119-250 2-232 2.2% 0-003 0.0% 58% False False 23
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 0-004
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 123-119
2.618 122-235
1.618 122-110
1.000 122-032
0.618 121-305
HIGH 121-227
0.618 121-180
0.500 121-165
0.382 121-150
LOW 121-102
0.618 121-025
1.000 120-298
1.618 120-220
2.618 120-095
4.250 119-211
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 121-165 121-201
PP 121-147 121-172
S1 121-130 121-142

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

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