ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 121-053 121-078 0-025 0.1% 120-298
High 121-100 121-165 0-065 0.2% 121-165
Low 120-310 121-018 0-027 0.1% 120-285
Close 121-080 121-075 -0-005 0.0% 121-075
Range 0-110 0-147 0-038 34.1% 0-200
ATR 0-101 0-104 0-003 3.3% 0-000
Volume 663,781 713,570 49,789 7.5% 3,941,677
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-208 122-129 121-156
R3 122-061 121-302 121-116
R2 121-233 121-233 121-102
R1 121-154 121-154 121-089 121-120
PP 121-086 121-086 121-086 121-069
S1 121-007 121-007 121-061 120-293
S2 120-258 120-258 121-048
S3 120-111 120-179 121-034
S4 119-283 120-032 120-314
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-028 122-252 121-185
R3 122-148 122-052 121-130
R2 121-268 121-268 121-112
R1 121-172 121-172 121-093 121-220
PP 121-068 121-068 121-068 121-092
S1 120-292 120-292 121-057 121-020
S2 120-188 120-188 121-038
S3 119-308 120-092 121-020
S4 119-108 119-212 120-285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-165 120-285 0-200 0.5% 0-105 0.3% 55% True False 788,335
10 121-193 120-285 0-228 0.6% 0-102 0.3% 48% False False 809,917
20 121-300 120-285 1-015 0.9% 0-104 0.3% 33% False False 417,790
40 122-055 120-285 1-090 1.1% 0-093 0.2% 27% False False 209,719
60 122-162 120-282 1-200 1.3% 0-062 0.2% 22% False False 139,813
80 122-162 119-260 2-222 2.2% 0-047 0.1% 53% False False 104,859
100 122-162 119-260 2-222 2.2% 0-037 0.1% 53% False False 83,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-152
2.618 122-231
1.618 122-084
1.000 121-312
0.618 121-256
HIGH 121-165
0.618 121-109
0.500 121-091
0.382 121-074
LOW 121-018
0.618 120-246
1.000 120-190
1.618 120-099
2.618 119-271
4.250 119-031
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 121-091 121-078
PP 121-086 121-077
S1 121-080 121-076

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

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