ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 121-078 121-067 -0-010 0.0% 120-298
High 121-165 121-207 0-042 0.1% 121-165
Low 121-018 121-035 0-018 0.0% 120-285
Close 121-075 121-190 0-115 0.3% 121-075
Range 0-147 0-172 0-025 16.9% 0-200
ATR 0-104 0-109 0-005 4.7% 0-000
Volume 713,570 635,691 -77,879 -10.9% 3,941,677
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-022 122-278 121-285
R3 122-169 122-106 121-237
R2 121-317 121-317 121-222
R1 121-253 121-253 121-206 121-285
PP 121-144 121-144 121-144 121-160
S1 121-081 121-081 121-174 121-113
S2 120-292 120-292 121-158
S3 120-119 120-228 121-143
S4 119-267 120-056 121-095
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
5 121-207 120-310 0-217 0.6% 0-115 0.3% 92% True False 734,664
10 121-207 120-285 0-242 0.6% 0-108 0.3% 93% True False 864,748
20 121-300 120-285 1-015 0.9% 0-110 0.3% 67% False False 448,751
40 122-055 120-285 1-090 1.1% 0-097 0.2% 55% False False 225,611
60 122-162 120-282 1-200 1.3% 0-065 0.2% 44% False False 150,407
80 122-162 119-260 2-222 2.2% 0-049 0.1% 66% False False 112,805
100 122-162 119-260 2-222 2.2% 0-039 0.1% 66% False False 90,244
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 0-032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-301
2.618 123-019
1.618 122-167
1.000 122-060
0.618 121-314
HIGH 121-207
0.618 121-142
0.500 121-121
0.382 121-101
LOW 121-035
0.618 120-248
1.000 120-183
1.618 120-076
2.618 119-223
4.250 118-262
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 121-167 121-160
PP 121-144 121-129
S1 121-121 121-099

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

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