ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 121-102 121-133 0-030 0.1% 121-187
High 121-165 121-233 0-068 0.2% 121-230
Low 121-087 121-085 -0-002 0.0% 121-075
Close 121-133 121-222 0-090 0.2% 121-158
Range 0-078 0-148 0-070 90.3% 0-155
ATR 0-073 0-079 0-005 7.2% 0-000
Volume 3,337 918 -2,419 -72.5% 5,246
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-303 122-250 121-304
R3 122-155 122-103 121-263
R2 122-008 122-008 121-250
R1 121-275 121-275 121-236 121-301
PP 121-180 121-180 121-180 121-193
S1 121-127 121-127 121-209 121-154
S2 121-032 121-032 121-195
S3 120-205 120-300 121-182
S4 120-057 120-152 121-141
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-299 122-223 121-243
R3 122-144 122-068 121-200
R2 121-309 121-309 121-186
R1 121-233 121-233 121-172 121-194
PP 121-154 121-154 121-154 121-134
S1 121-078 121-078 121-143 121-039
S2 120-319 120-319 121-129
S3 120-164 120-243 121-115
S4 120-009 120-088 121-072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-233 121-075 0-158 0.4% 0-102 0.3% 94% True False 1,778
10 121-245 121-075 0-170 0.4% 0-082 0.2% 87% False False 1,225
20 122-162 121-075 1-087 1.0% 0-044 0.1% 36% False False 613
40 122-162 119-295 2-187 2.1% 0-022 0.1% 69% False False 306
60 122-162 119-260 2-222 2.2% 0-015 0.0% 70% False False 204
80 122-162 119-260 2-222 2.2% 0-011 0.0% 70% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 123-219
2.618 122-299
1.618 122-151
1.000 122-060
0.618 122-004
HIGH 121-233
0.618 121-176
0.500 121-159
0.382 121-141
LOW 121-085
0.618 120-314
1.000 120-257
1.618 120-166
2.618 120-019
4.250 119-098
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 121-201 121-201
PP 121-180 121-180
S1 121-159 121-159

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

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