ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 121-067 121-205 0-138 0.4% 120-298
High 121-207 121-225 0-018 0.0% 121-165
Low 121-035 121-175 0-140 0.4% 120-285
Close 121-190 121-187 -0-003 0.0% 121-075
Range 0-172 0-050 -0-122 -71.0% 0-200
ATR 0-109 0-105 -0-004 -3.9% 0-000
Volume 635,691 384,225 -251,466 -39.6% 3,941,677
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-026 121-317 121-215
R3 121-296 121-267 121-201
R2 121-246 121-246 121-197
R1 121-217 121-217 121-192 121-206
PP 121-196 121-196 121-196 121-191
S1 121-167 121-167 121-183 121-156
S2 121-146 121-146 121-178
S3 121-096 121-117 121-174
S4 121-046 121-067 121-160
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
5 121-225 120-310 0-235 0.6% 0-111 0.3% 84% True False 646,856
10 121-225 120-285 0-260 0.7% 0-106 0.3% 86% True False 884,500
20 121-300 120-285 1-015 0.9% 0-108 0.3% 66% False False 467,310
40 122-055 120-285 1-090 1.1% 0-098 0.3% 54% False False 235,217
60 122-162 120-282 1-200 1.3% 0-066 0.2% 43% False False 156,811
80 122-162 119-260 2-222 2.2% 0-050 0.1% 66% False False 117,608
100 122-162 119-260 2-222 2.2% 0-040 0.1% 66% False False 94,087
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 0-031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 122-117
2.618 122-036
1.618 121-306
1.000 121-275
0.618 121-256
HIGH 121-225
0.618 121-206
0.500 121-200
0.382 121-194
LOW 121-175
0.618 121-144
1.000 121-125
1.618 121-094
2.618 121-044
4.250 120-283
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 121-200 121-165
PP 121-196 121-143
S1 121-192 121-121

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

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