ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 29-Mar-2016
Day Change Summary
Previous Current
28-Mar-2016 29-Mar-2016 Change Change % Previous Week
Open 119-293 120-110 0-138 0.4% 119-233
High 119-293 120-110 0-138 0.4% 119-282
Low 119-293 120-110 0-138 0.4% 119-180
Close 119-293 120-110 0-138 0.4% 119-250
Range
ATR 0-065 0-070 0-005 8.0% 0-000
Volume
Daily Pivots for day following 29-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-110 120-110 120-110
R3 120-110 120-110 120-110
R2 120-110 120-110 120-110
R1 120-110 120-110 120-110 120-110
PP 120-110 120-110 120-110 120-110
S1 120-110 120-110 120-110 120-110
S2 120-110 120-110 120-110
S3 120-110 120-110 120-110
S4 120-110 120-110 120-110
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-225 120-180 119-306
R3 120-122 120-078 119-278
R2 120-020 120-020 119-269
R1 119-295 119-295 119-259 119-318
PP 119-238 119-238 119-238 119-249
S1 119-193 119-193 119-241 119-215
S2 119-135 119-135 119-231
S3 119-033 119-090 119-222
S4 118-250 118-308 119-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-110 119-180 0-250 0.6% 0-000 0.0% 100% True False
10 120-110 119-035 1-075 1.0% 0-000 0.0% 100% True False
20 120-110 119-035 1-075 1.0% 0-000 0.0% 100% True False
40 121-082 119-035 2-047 1.8% 0-000 0.0% 57% False False
60 121-082 117-115 3-287 3.2% 0-000 0.0% 77% False False
80 121-082 117-067 4-015 3.4% 0-000 0.0% 77% 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
4.250 120-110
2.618 120-110
1.618 120-110
1.000 120-110
0.618 120-110
HIGH 120-110
0.618 120-110
0.500 120-110
0.382 120-110
LOW 120-110
0.618 120-110
1.000 120-110
1.618 120-110
2.618 120-110
4.250 120-110
Fisher Pivots for day following 29-Mar-2016
Pivot 1 day 3 day
R1 120-110 120-080
PP 120-110 120-050
S1 120-110 120-020

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

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