ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 14-Apr-2016
Day Change Summary
Previous Current
13-Apr-2016 14-Apr-2016 Change Change % Previous Week
Open 120-242 120-247 0-005 0.0% 120-242
High 120-282 120-247 -0-035 -0.1% 121-078
Low 120-242 120-205 -0-038 -0.1% 120-242
Close 120-278 120-240 -0-038 -0.1% 121-045
Range 0-040 0-042 0-002 6.2% 0-155
ATR 0-063 0-064 0-001 1.0% 0-000
Volume 569 8,398 7,829 1,375.9% 13,609
Daily Pivots for day following 14-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-038 121-022 120-263
R3 120-316 120-299 120-252
R2 120-273 120-273 120-248
R1 120-257 120-257 120-244 120-244
PP 120-231 120-231 120-231 120-224
S1 120-214 120-214 120-236 120-201
S2 120-188 120-188 120-232
S3 120-146 120-172 120-228
S4 120-103 120-129 120-217
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
5 121-073 120-205 0-188 0.5% 0-020 0.1% 19% False True 2,259
10 121-078 120-190 0-207 0.5% 0-017 0.0% 24% False False 2,478
20 121-078 119-180 1-218 1.4% 0-009 0.0% 71% False False 1,239
40 121-078 119-035 2-042 1.8% 0-004 0.0% 77% False False 619
60 121-082 119-035 2-047 1.8% 0-003 0.0% 76% False False 413
80 121-082 117-067 4-015 3.4% 0-002 0.0% 87% False False 309
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-108
2.618 121-039
1.618 120-316
1.000 120-290
0.618 120-274
HIGH 120-247
0.618 120-231
0.500 120-226
0.382 120-221
LOW 120-205
0.618 120-179
1.000 120-162
1.618 120-136
2.618 120-094
4.250 120-024
Fisher Pivots for day following 14-Apr-2016
Pivot 1 day 3 day
R1 120-235 120-244
PP 120-231 120-242
S1 120-226 120-241

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

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