ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 121-145 121-240 0-095 0.2% 121-310
High 121-213 121-282 0-070 0.2% 122-055
Low 121-138 121-230 0-093 0.2% 121-158
Close 121-202 121-275 0-073 0.2% 121-170
Range 0-075 0-052 -0-023 -30.0% 0-218
ATR 0-090 0-089 -0-001 -0.8% 0-000
Volume 13,060 5,212 -7,848 -60.1% 18,043
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-100 122-080 121-304
R3 122-047 122-027 121-289
R2 121-315 121-315 121-285
R1 121-295 121-295 121-280 121-305
PP 121-263 121-263 121-263 121-268
S1 121-243 121-243 121-270 121-253
S2 121-210 121-210 121-265
S3 121-158 121-190 121-261
S4 121-105 121-138 121-246
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-247 123-106 121-290
R3 123-029 122-208 121-230
R2 122-132 122-132 121-210
R1 121-311 121-311 121-190 121-273
PP 121-234 121-234 121-234 121-215
S1 121-093 121-093 121-150 121-055
S2 121-017 121-017 121-130
S3 120-119 120-196 121-110
S4 119-222 119-298 121-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-055 121-118 0-258 0.7% 0-097 0.2% 61% False False 8,238
10 122-055 121-118 0-258 0.7% 0-097 0.2% 61% False False 5,545
20 122-055 121-075 0-300 0.8% 0-089 0.2% 67% False False 3,385
40 122-162 120-282 1-200 1.3% 0-046 0.1% 60% False False 1,692
60 122-162 119-260 2-222 2.2% 0-031 0.1% 76% False False 1,128
80 122-162 119-260 2-222 2.2% 0-023 0.1% 76% False False 846
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-018
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 122-186
2.618 122-100
1.618 122-047
1.000 122-015
0.618 121-315
HIGH 121-282
0.618 121-262
0.500 121-256
0.382 121-250
LOW 121-230
0.618 121-198
1.000 121-178
1.618 121-145
2.618 121-093
4.250 121-007
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 121-269 121-250
PP 121-263 121-225
S1 121-256 121-200

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

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