ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 119-035 119-185 0-150 0.4% 119-147
High 119-035 119-185 0-150 0.4% 119-260
Low 119-035 119-185 0-150 0.4% 119-053
Close 119-035 119-185 0-150 0.4% 119-053
Range
ATR 0-062 0-069 0-006 10.0% 0-000
Volume
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 119-185 119-185 119-185
R3 119-185 119-185 119-185
R2 119-185 119-185 119-185
R1 119-185 119-185 119-185 119-185
PP 119-185 119-185 119-185 119-185
S1 119-185 119-185 119-185 119-185
S2 119-185 119-185 119-185
S3 119-185 119-185 119-185
S4 119-185 119-185 119-185
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-104 120-286 119-167
R3 120-217 120-078 119-110
R2 120-009 120-009 119-091
R1 119-191 119-191 119-072 119-156
PP 119-122 119-122 119-122 119-104
S1 118-303 118-303 119-033 118-269
S2 118-234 118-234 119-014
S3 118-027 118-096 118-315
S4 117-139 117-208 118-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-185 119-035 0-150 0.4% 0-000 0.0% 100% True False
10 119-305 119-035 0-270 0.7% 0-000 0.0% 56% False False
20 120-295 119-035 1-260 1.5% 0-000 0.0% 26% False False
40 121-082 119-035 2-047 1.8% 0-000 0.0% 22% False False
60 121-082 117-067 4-015 3.4% 0-000 0.0% 58% 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
4.250 119-185
2.618 119-185
1.618 119-185
1.000 119-185
0.618 119-185
HIGH 119-185
0.618 119-185
0.500 119-185
0.382 119-185
LOW 119-185
0.618 119-185
1.000 119-185
1.618 119-185
2.618 119-185
4.250 119-185
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 119-185 119-160
PP 119-185 119-135
S1 119-185 119-110

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

View Archives - Comment on this page... - Back to Index of Symbols