ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 120-298 121-087 0-110 0.3% 121-080
High 121-087 121-093 0-005 0.0% 121-193
Low 120-285 121-020 0-055 0.1% 120-290
Close 121-080 121-075 -0-005 0.0% 120-293
Range 0-122 0-073 -0-050 -40.8% 0-222
ATR 0-104 0-102 -0-002 -2.2% 0-000
Volume 904,044 823,266 -80,778 -8.9% 4,157,500
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 121-280 121-250 121-115
R3 121-208 121-178 121-095
R2 121-135 121-135 121-088
R1 121-105 121-105 121-082 121-084
PP 121-063 121-063 121-063 121-052
S1 121-033 121-033 121-068 121-011
S2 120-310 120-310 121-062
S3 120-237 120-280 121-055
S4 120-165 120-207 121-035
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 123-073 122-245 121-095
R3 122-170 122-023 121-034
R2 121-268 121-268 121-013
R1 121-120 121-120 120-313 121-083
PP 121-045 121-045 121-045 121-026
S1 120-218 120-218 120-272 120-180
S2 120-143 120-143 120-252
S3 119-240 119-315 120-231
S4 119-018 119-093 120-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-187 120-285 0-222 0.6% 0-102 0.3% 49% False False 1,122,143
10 121-222 120-285 0-258 0.7% 0-099 0.3% 43% False False 601,841
20 122-055 120-285 1-090 1.1% 0-105 0.3% 27% False False 307,491
40 122-162 120-285 1-198 1.3% 0-085 0.2% 21% False False 154,360
60 122-162 120-253 1-230 1.4% 0-057 0.1% 26% False False 102,907
80 122-162 119-260 2-222 2.2% 0-043 0.1% 53% False False 77,180
100 122-162 119-260 2-222 2.2% 0-034 0.1% 53% False False 61,744
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 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-081
2.618 121-282
1.618 121-210
1.000 121-165
0.618 121-137
HIGH 121-093
0.618 121-065
0.500 121-056
0.382 121-048
LOW 121-020
0.618 120-295
1.000 120-267
1.618 120-223
2.618 120-150
4.250 120-032
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 121-069 121-073
PP 121-063 121-071
S1 121-056 121-069

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

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