ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 120-315 120-315 0-000 0.0% 119-293
High 120-318 121-002 0-005 0.0% 120-233
Low 120-315 120-270 -0-045 -0.1% 119-293
Close 120-318 120-300 -0-018 0.0% 120-190
Range 0-002 0-052 0-050 2,002.6% 0-260
ATR 0-067 0-066 -0-001 -1.5% 0-000
Volume 4,822 5,442 620 12.9% 0
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-135 121-110 121-009
R3 121-082 121-057 120-314
R2 121-030 121-030 120-310
R1 121-005 121-005 120-305 120-311
PP 120-298 120-298 120-298 120-291
S1 120-273 120-273 120-295 120-259
S2 120-245 120-245 120-290
S3 120-193 120-220 120-286
S4 120-140 120-168 120-271
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
5 121-002 120-190 0-132 0.3% 0-011 0.0% 83% True False 2,081
10 121-002 119-250 1-072 1.0% 0-005 0.0% 94% True False 1,040
20 121-002 119-035 1-287 1.6% 0-003 0.0% 96% True False 520
40 121-082 119-035 2-047 1.8% 0-001 0.0% 85% False False 260
60 121-082 118-175 2-227 2.2% 0-001 0.0% 88% False False 173
80 121-082 117-067 4-015 3.3% 0-001 0.0% 92% False False 130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 121-226
2.618 121-140
1.618 121-087
1.000 121-055
0.618 121-035
HIGH 121-002
0.618 120-302
0.500 120-296
0.382 120-290
LOW 120-270
0.618 120-238
1.000 120-218
1.618 120-185
2.618 120-133
4.250 120-047
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 120-299 120-294
PP 120-298 120-288
S1 120-296 120-282

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

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