ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 121-062 121-045 -0-018 0.0% 120-242
High 121-078 121-045 -0-033 -0.1% 121-078
Low 121-062 121-045 -0-018 0.0% 120-242
Close 121-078 121-045 -0-033 -0.1% 121-045
Range 0-015 0-000 -0-015 -100.0% 0-155
ATR 0-068 0-065 -0-003 -3.7% 0-000
Volume 3,082 122 -2,960 -96.0% 13,609
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-045 121-045 121-045
R3 121-045 121-045 121-045
R2 121-045 121-045 121-045
R1 121-045 121-045 121-045 121-045
PP 121-045 121-045 121-045 121-045
S1 121-045 121-045 121-045 121-045
S2 121-045 121-045 121-045
S3 121-045 121-045 121-045
S4 121-045 121-045 121-045
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-160 122-098 121-130
R3 122-005 121-263 121-088
R2 121-170 121-170 121-073
R1 121-107 121-107 121-059 121-139
PP 121-015 121-015 121-015 121-031
S1 120-272 120-272 121-031 120-304
S2 120-180 120-180 121-017
S3 120-025 120-117 121-002
S4 119-190 119-282 120-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-078 120-242 0-155 0.4% 0-014 0.0% 79% False False 2,721
10 121-078 119-293 1-105 1.1% 0-007 0.0% 92% False False 1,360
20 121-078 119-035 2-042 1.8% 0-003 0.0% 95% False False 680
40 121-082 119-035 2-047 1.8% 0-002 0.0% 95% False False 340
60 121-082 118-278 2-125 2.0% 0-001 0.0% 95% False False 226
80 121-082 117-067 4-015 3.3% 0-001 0.0% 97% False False 170
Crabel Price Patterns
NR True
NR4 True
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 0-001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-045
2.618 121-045
1.618 121-045
1.000 121-045
0.618 121-045
HIGH 121-045
0.618 121-045
0.500 121-045
0.382 121-045
LOW 121-045
0.618 121-045
1.000 121-045
1.618 121-045
2.618 121-045
4.250 121-045
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 121-045 121-035
PP 121-045 121-024
S1 121-045 121-014

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

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