ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 120-165 120-005 -0-160 -0.4% 120-147
High 120-165 120-005 -0-160 -0.4% 120-295
Low 120-165 120-005 -0-160 -0.4% 120-133
Close 120-165 120-005 -0-160 -0.4% 120-133
Range
ATR 0-064 0-071 0-007 10.7% 0-000
Volume
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-005 120-005 120-005
R3 120-005 120-005 120-005
R2 120-005 120-005 120-005
R1 120-005 120-005 120-005 120-005
PP 120-005 120-005 120-005 120-005
S1 120-005 120-005 120-005 120-005
S2 120-005 120-005 120-005
S3 120-005 120-005 120-005
S4 120-005 120-005 120-005
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-034 121-246 120-222
R3 121-192 121-083 120-177
R2 121-029 121-029 120-162
R1 120-241 120-241 120-147 120-214
PP 120-187 120-187 120-187 120-173
S1 120-078 120-078 120-118 120-051
S2 120-024 120-024 120-103
S3 119-182 119-236 120-088
S4 119-019 119-073 120-043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-295 120-005 0-290 0.8% 0-000 0.0% 0% False True
10 120-295 120-005 0-290 0.8% 0-000 0.0% 0% False True
20 121-082 120-005 1-078 1.0% 0-000 0.0% 0% False True
40 121-082 117-165 3-238 3.1% 0-000 0.0% 67% False False
60 121-082 117-067 4-015 3.4% 0-000 0.0% 69% False 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
4.250 120-005
2.618 120-005
1.618 120-005
1.000 120-005
0.618 120-005
HIGH 120-005
0.618 120-005
0.500 120-005
0.382 120-005
LOW 120-005
0.618 120-005
1.000 120-005
1.618 120-005
2.618 120-005
4.250 120-005
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 120-005 120-085
PP 120-005 120-058
S1 120-005 120-032

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

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