ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 120-300 120-315 0-015 0.0% 121-093
High 120-300 120-315 0-015 0.0% 121-093
Low 120-300 120-315 0-015 0.0% 120-240
Close 120-300 120-315 0-015 0.0% 120-240
Range
ATR
Volume
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 120-315 120-315 120-315
R3 120-315 120-315 120-315
R2 120-315 120-315 120-315
R1 120-315 120-315 120-315 120-315
PP 120-315 120-315 120-315 120-315
S1 120-315 120-315 120-315 120-315
S2 120-315 120-315 120-315
S3 120-315 120-315 120-315
S4 120-315 120-315 120-315
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-175 122-060 121-015
R3 122-003 121-208 120-287
R2 121-150 121-150 120-272
R1 121-035 121-035 120-256 121-006
PP 120-298 120-298 120-298 120-283
S1 120-182 120-182 120-224 120-154
S2 120-125 120-125 120-208
S3 119-272 120-010 120-193
S4 119-100 119-157 120-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-315 120-195 0-120 0.3% 0-000 0.0% 100% True False
10 121-093 120-195 0-218 0.6% 0-000 0.0% 55% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-315
2.618 120-315
1.618 120-315
1.000 120-315
0.618 120-315
HIGH 120-315
0.618 120-315
0.500 120-315
0.382 120-315
LOW 120-315
0.618 120-315
1.000 120-315
1.618 120-315
2.618 120-315
4.250 120-315
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 120-315 120-295
PP 120-315 120-275
S1 120-315 120-255

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

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