ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 118-295 119-052 0-077 0.2% 118-112
High 119-077 119-145 0-068 0.2% 119-145
Low 118-267 118-260 -0-007 0.0% 118-085
Close 119-045 119-110 0-065 0.2% 119-110
Range 0-130 0-205 0-075 57.7% 1-060
ATR 0-104 0-111 0-007 7.0% 0-000
Volume 774,434 926,410 151,976 19.6% 3,332,355
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-040 120-280 119-223
R3 120-155 120-075 119-166
R2 119-270 119-270 119-148
R1 119-190 119-190 119-129 119-230
PP 119-065 119-065 119-065 119-085
S1 118-305 118-305 119-091 119-025
S2 118-180 118-180 119-072
S3 117-295 118-100 119-054
S4 117-090 117-215 118-317
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 122-187 122-048 119-319
R3 121-127 120-308 119-214
R2 120-067 120-067 119-180
R1 119-248 119-248 119-145 119-318
PP 119-007 119-007 119-007 119-041
S1 118-188 118-188 119-075 118-258
S2 117-267 117-267 119-040
S3 116-207 117-128 119-006
S4 115-147 116-068 118-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-145 118-085 1-060 1.0% 0-137 0.4% 91% True False 666,471
10 119-145 118-017 1-128 1.2% 0-107 0.3% 92% True False 472,463
20 119-145 118-017 1-128 1.2% 0-109 0.3% 92% True False 495,377
40 119-145 118-017 1-128 1.2% 0-103 0.3% 92% True False 483,668
60 120-227 117-302 2-245 2.3% 0-099 0.3% 51% False False 323,265
80 120-245 117-302 2-262 2.4% 0-082 0.2% 50% False False 242,464
100 120-245 117-302 2-262 2.4% 0-066 0.2% 50% False False 193,971
120 120-245 117-302 2-262 2.4% 0-055 0.1% 50% False False 161,643
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 0-028
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 122-056
2.618 121-042
1.618 120-157
1.000 120-030
0.618 119-272
HIGH 119-145
0.618 119-067
0.500 119-042
0.382 119-018
LOW 118-260
0.618 118-133
1.000 118-055
1.618 117-248
2.618 117-043
4.250 116-029
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 119-088 119-074
PP 119-065 119-038
S1 119-042 119-002

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

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