ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 119-062 119-158 0-095 0.2% 118-175
High 119-062 119-158 0-095 0.2% 119-078
Low 119-062 119-158 0-095 0.2% 118-175
Close 119-062 119-158 0-095 0.2% 119-078
Range
ATR 0-056 0-059 0-003 4.9% 0-000
Volume
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 119-158 119-158 119-158
R3 119-158 119-158 119-158
R2 119-158 119-158 119-158
R1 119-158 119-158 119-158 119-158
PP 119-158 119-158 119-158 119-158
S1 119-158 119-158 119-158 119-158
S2 119-158 119-158 119-158
S3 119-158 119-158 119-158
S4 119-158 119-158 119-158
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-031 120-277 119-200
R3 120-128 120-054 119-139
R2 119-226 119-226 119-118
R1 119-152 119-152 119-098 119-189
PP 119-003 119-003 119-003 119-022
S1 118-249 118-249 119-057 118-286
S2 118-101 118-101 119-037
S3 117-198 118-027 119-016
S4 116-296 117-124 118-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-158 118-278 0-200 0.5% 0-000 0.0% 100% True False
10 119-158 118-018 1-140 1.2% 0-000 0.0% 100% True False
20 119-158 117-067 2-090 1.9% 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
4.250 119-158
2.618 119-158
1.618 119-158
1.000 119-158
0.618 119-158
HIGH 119-158
0.618 119-158
0.500 119-158
0.382 119-158
LOW 119-158
0.618 119-158
1.000 119-158
1.618 119-158
2.618 119-158
4.250 119-158
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 119-158 119-142
PP 119-158 119-126
S1 119-158 119-110

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

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