ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	121-233	121-295	0-062	0.2%	121-120
High	121-247	122-025	0-098	0.3%	122-025
Low	121-185	121-145	-0-040	-0.1%	121-085
Close	121-227	122-010	0-103	0.3%	122-010
Range	0-062	0-200	0-138	220.0%	0-260
ATR	0-077	0-086	0-009	11.3%	0-000
Volume	1,218	1,450	232	19.0%	7,800

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-233	123-162	122-120
R3	123-033	122-282	122-065
R2	122-153	122-153	122-047
R1	122-082	122-082	122-028	122-118
PP	121-273	121-273	121-273	121-291
S1	121-202	121-202	121-312	121-238
S2	121-073	121-073	121-293
S3	120-193	121-002	121-275
S4	119-313	120-122	121-220

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	124-073	123-302	122-153
R3	123-133	123-042	122-082
R2	122-193	122-193	122-058
R1	122-102	122-102	122-034	122-148
PP	121-253	121-253	121-253	121-276
S1	121-162	121-162	121-306	121-208
S2	120-313	120-313	121-282
S3	120-053	120-222	121-259
S4	119-113	119-282	121-187

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-025	121-085	0-260	0.7%	0-109	0.3%	94%	True	False	1,560
10	122-025	121-075	0-270	0.7%	0-090	0.2%	94%	True	False	1,304
20	122-162	121-075	1-087	1.0%	0-057	0.1%	63%	False	False	746
40	122-162	120-238	1-245	1.4%	0-028	0.1%	73%	False	False	373
60	122-162	119-260	2-222	2.2%	0-019	0.0%	82%	False	False	248
80	122-162	119-260	2-222	2.2%	0-014	0.0%	82%	False	False	186

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	0-017
Widest range in 92 trading days

Fibonacci Retracements and Extensions
4.250	124-235
2.618	123-229
1.618	123-029
1.000	122-225
0.618	122-149
HIGH	122-025
0.618	121-269
0.500	121-245
0.382	121-221
LOW	121-145
0.618	121-021
1.000	120-265
1.618	120-141
2.618	119-261
4.250	118-255

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	121-302	121-292
PP	121-273	121-253
S1	121-245	121-215

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols