ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 120-270 120-225 -0-045 -0.1% 120-162
High 120-312 121-050 0-058 0.1% 120-305
Low 120-217 120-220 0-003 0.0% 120-090
Close 120-227 121-015 0-108 0.3% 120-292
Range 0-095 0-150 0-055 57.9% 0-215
ATR 0-100 0-103 0-004 3.6% 0-000
Volume 428,367 700,372 272,005 63.5% 3,076,714
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 122-118 122-057 121-098
R3 121-288 121-227 121-056
R2 121-138 121-138 121-042
R1 121-077 121-077 121-029 121-108
PP 120-308 120-308 120-308 121-004
S1 120-247 120-247 121-001 120-278
S2 120-158 120-158 120-308
S3 120-008 120-097 120-294
S4 119-178 119-267 120-252
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-234 122-158 121-090
R3 122-019 121-263 121-031
R2 121-124 121-124 121-011
R1 121-048 121-048 120-312 121-086
PP 120-229 120-229 120-229 120-248
S1 120-153 120-153 120-272 120-191
S2 120-014 120-014 120-253
S3 119-119 119-258 120-233
S4 118-224 119-043 120-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-050 120-100 0-270 0.7% 0-114 0.3% 87% True False 632,768
10 121-052 120-090 0-282 0.7% 0-105 0.3% 87% False False 596,585
20 121-192 120-090 1-102 1.1% 0-095 0.2% 58% False False 526,622
40 121-192 119-112 2-080 1.9% 0-107 0.3% 75% False False 541,043
60 122-145 119-112 3-033 2.6% 0-116 0.3% 55% False False 517,049
80 122-145 118-307 3-158 2.9% 0-103 0.3% 60% False False 389,199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123-048
2.618 122-123
1.618 121-293
1.000 121-200
0.618 121-143
HIGH 121-050
0.618 120-313
0.500 120-295
0.382 120-277
LOW 120-220
0.618 120-127
1.000 120-070
1.618 119-297
2.618 119-147
4.250 118-222
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 121-002 121-001
PP 120-308 120-307
S1 120-295 120-292

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

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