ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 118-162 118-175 0-013 0.0% 117-165
High 118-162 118-175 0-013 0.0% 118-162
Low 118-162 118-175 0-013 0.0% 117-165
Close 118-162 118-175 0-013 0.0% 118-162
Range
ATR 0-064 0-060 -0-004 -5.7% 0-000
Volume
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 118-175 118-175 118-175
R3 118-175 118-175 118-175
R2 118-175 118-175 118-175
R1 118-175 118-175 118-175 118-175
PP 118-175 118-175 118-175 118-175
S1 118-175 118-175 118-175 118-175
S2 118-175 118-175 118-175
S3 118-175 118-175 118-175
S4 118-175 118-175 118-175
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-049 120-263 119-017
R3 120-052 119-266 118-250
R2 119-054 119-054 118-221
R1 118-268 118-268 118-192 119-001
PP 118-057 118-057 118-057 118-083
S1 117-271 117-271 118-133 118-004
S2 117-059 117-059 118-104
S3 116-062 116-273 118-075
S4 115-064 115-276 117-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-175 117-210 0-285 0.8% 0-000 0.0% 100% True False
10 118-175 117-067 1-108 1.1% 0-000 0.0% 100% True False
20 118-175 117-067 1-108 1.1% 0-000 0.0% 100% True False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 118-175
2.618 118-175
1.618 118-175
1.000 118-175
0.618 118-175
HIGH 118-175
0.618 118-175
0.500 118-175
0.382 118-175
LOW 118-175
0.618 118-175
1.000 118-175
1.618 118-175
2.618 118-175
4.250 118-175
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 118-175 118-161
PP 118-175 118-147
S1 118-175 118-133

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

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