ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 121-073 120-278 -0-115 -0.3% 120-242
High 121-073 120-278 -0-115 -0.3% 121-078
Low 121-053 120-278 -0-095 -0.2% 120-242
Close 121-053 120-278 -0-095 -0.2% 121-045
Range 0-020 0-000 -0-020 -100.0% 0-155
ATR 0-063 0-065 0-002 3.7% 0-000
Volume 258 1,952 1,694 656.6% 13,609
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-278 120-278 120-278
R3 120-278 120-278 120-278
R2 120-278 120-278 120-278
R1 120-278 120-278 120-278 120-278
PP 120-278 120-278 120-278 120-278
S1 120-278 120-278 120-278 120-278
S2 120-278 120-278 120-278
S3 120-278 120-278 120-278
S4 120-278 120-278 120-278
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
5 121-078 120-270 0-127 0.3% 0-017 0.0% 6% False False 2,171
10 121-078 120-162 0-235 0.6% 0-009 0.0% 49% False False 1,581
20 121-078 119-035 2-042 1.8% 0-004 0.0% 82% False False 790
40 121-078 119-035 2-042 1.8% 0-002 0.0% 82% False False 395
60 121-082 119-035 2-047 1.8% 0-001 0.0% 82% False False 263
80 121-082 117-067 4-015 3.3% 0-001 0.0% 90% False False 197
Crabel Price Patterns
NR True
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-278
2.618 120-278
1.618 120-278
1.000 120-278
0.618 120-278
HIGH 120-278
0.618 120-278
0.500 120-278
0.382 120-278
LOW 120-278
0.618 120-278
1.000 120-278
1.618 120-278
2.618 120-278
4.250 120-278
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 120-278 121-015
PP 120-278 120-316
S1 120-278 120-297

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

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