ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 121-240 121-267 0-027 0.1% 121-310
High 121-282 121-278 -0-005 0.0% 122-055
Low 121-230 121-127 -0-103 -0.3% 121-158
Close 121-275 121-133 -0-142 -0.4% 121-170
Range 0-052 0-150 0-098 185.9% 0-218
ATR 0-089 0-094 0-004 4.9% 0-000
Volume 5,212 5,462 250 4.8% 18,043
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-309 122-211 121-215
R3 122-159 122-061 121-174
R2 122-009 122-009 121-160
R1 121-231 121-231 121-146 121-205
PP 121-179 121-179 121-179 121-166
S1 121-081 121-081 121-119 121-055
S2 121-029 121-029 121-105
S3 120-199 120-251 121-091
S4 120-049 120-101 121-050
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
5 122-040 121-118 0-242 0.6% 0-107 0.3% 6% False False 8,782
10 122-055 121-118 0-258 0.7% 0-106 0.3% 6% False False 5,969
20 122-055 121-075 0-300 0.8% 0-094 0.2% 19% False False 3,577
40 122-162 120-282 1-200 1.3% 0-050 0.1% 33% False False 1,829
60 122-162 119-260 2-222 2.2% 0-033 0.1% 59% False False 1,219
80 122-162 119-260 2-222 2.2% 0-025 0.1% 59% False False 914
100 122-162 119-180 2-302 2.4% 0-020 0.1% 63% False False 731
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-275
2.618 123-030
1.618 122-200
1.000 122-108
0.618 122-050
HIGH 121-278
0.618 121-220
0.500 121-202
0.382 121-185
LOW 121-127
0.618 121-035
1.000 120-297
1.618 120-205
2.618 120-055
4.250 119-130
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 121-202 121-205
PP 121-179 121-181
S1 121-156 121-157

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

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