ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 120-242 120-315 0-073 0.2% 119-293
High 120-242 120-318 0-075 0.2% 120-233
Low 120-242 120-315 0-073 0.2% 119-293
Close 120-242 120-318 0-075 0.2% 120-190
Range 0-000 0-002 0-002 0-260
ATR 0-066 0-067 0-001 1.0% 0-000
Volume 141 4,822 4,681 3,319.9% 0
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-004 121-003 120-319
R3 121-002 121-001 120-318
R2 120-319 120-319 120-318
R1 120-318 120-318 120-318 120-319
PP 120-317 120-317 120-317 120-317
S1 120-316 120-316 120-317 120-316
S2 120-314 120-314 120-317
S3 120-312 120-313 120-317
S4 120-309 120-311 120-316
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-272 122-171 121-013
R3 122-012 121-231 120-262
R2 121-072 121-072 120-238
R1 120-291 120-291 120-214 121-021
PP 120-132 120-132 120-132 120-157
S1 120-031 120-031 120-166 120-081
S2 119-192 119-192 120-142
S3 118-252 119-091 120-119
S4 117-312 118-151 120-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-318 120-162 0-155 0.4% 0-000 0.0% 100% True False 992
10 120-318 119-180 1-138 1.2% 0-000 0.0% 100% True False 496
20 120-318 119-035 1-282 1.6% 0-000 0.0% 100% True False 248
40 121-082 119-035 2-047 1.8% 0-000 0.0% 88% False False 124
60 121-082 118-162 2-240 2.3% 0-000 0.0% 90% False False 82
80 121-082 117-067 4-015 3.3% 0-000 0.0% 93% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 121-008
2.618 121-004
1.618 121-002
1.000 121-000
0.618 120-319
HIGH 120-318
0.618 120-317
0.500 120-316
0.382 120-316
LOW 120-315
0.618 120-313
1.000 120-313
1.618 120-311
2.618 120-308
4.250 120-304
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 120-317 120-296
PP 120-317 120-275
S1 120-316 120-254

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

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