ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 121-133 121-233 0-100 0.3% 121-187
High 121-233 121-247 0-015 0.0% 121-230
Low 121-085 121-185 0-100 0.3% 121-075
Close 121-222 121-227 0-005 0.0% 121-158
Range 0-148 0-062 -0-085 -57.6% 0-155
ATR 0-079 0-077 -0-001 -1.5% 0-000
Volume 918 1,218 300 32.7% 5,246
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-087 122-060 121-262
R3 122-025 121-317 121-245
R2 121-282 121-282 121-239
R1 121-255 121-255 121-233 121-237
PP 121-220 121-220 121-220 121-211
S1 121-192 121-192 121-222 121-175
S2 121-157 121-157 121-216
S3 121-095 121-130 121-210
S4 121-033 121-067 121-193
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
5 121-247 121-085 0-162 0.4% 0-090 0.2% 88% True False 1,828
10 121-247 121-075 0-172 0.4% 0-083 0.2% 88% True False 1,184
20 122-162 121-075 1-087 1.0% 0-047 0.1% 37% False False 673
40 122-162 120-027 2-135 2.0% 0-023 0.1% 67% False False 336
60 122-162 119-260 2-222 2.2% 0-016 0.0% 70% False False 224
80 122-162 119-260 2-222 2.2% 0-012 0.0% 70% False False 168
Crabel Price Patterns
NR True
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-193
2.618 122-091
1.618 122-029
1.000 121-310
0.618 121-286
HIGH 121-247
0.618 121-224
0.500 121-216
0.382 121-209
LOW 121-185
0.618 121-146
1.000 121-122
1.618 121-084
2.618 121-021
4.250 120-239
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 121-224 121-207
PP 121-220 121-187
S1 121-216 121-166

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

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