ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 119-092 119-160 0-068 0.2% 118-112
High 119-215 119-265 0-050 0.1% 119-145
Low 119-042 119-100 0-058 0.2% 118-085
Close 119-177 119-217 0-040 0.1% 119-110
Range 0-173 0-165 -0-008 -4.6% 1-060
ATR 0-116 0-120 0-003 3.0% 0-000
Volume 697,379 896,671 199,292 28.6% 3,332,355
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-049 120-298 119-308
R3 120-204 120-133 119-262
R2 120-039 120-039 119-247
R1 119-288 119-288 119-232 120-004
PP 119-194 119-194 119-194 119-212
S1 119-123 119-123 119-202 119-158
S2 119-029 119-029 119-187
S3 118-184 118-278 119-172
S4 118-019 118-113 119-126
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
5 119-265 118-260 1-005 0.8% 0-160 0.4% 85% True False 792,314
10 119-265 118-017 1-248 1.5% 0-129 0.3% 92% True False 629,780
20 119-265 118-017 1-248 1.5% 0-110 0.3% 92% True False 508,857
40 119-265 118-017 1-248 1.5% 0-109 0.3% 92% True False 539,221
60 120-110 117-302 2-128 2.0% 0-103 0.3% 72% False False 360,936
80 120-245 117-302 2-262 2.4% 0-088 0.2% 61% False False 270,723
100 120-245 117-302 2-262 2.4% 0-070 0.2% 61% False False 216,578
120 120-245 117-302 2-262 2.4% 0-059 0.2% 61% False False 180,482
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-006
2.618 121-057
1.618 120-212
1.000 120-110
0.618 120-047
HIGH 119-265
0.618 119-202
0.500 119-182
0.382 119-163
LOW 119-100
0.618 118-318
1.000 118-255
1.618 118-153
2.618 117-308
4.250 117-039
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 119-206 119-196
PP 119-194 119-175
S1 119-182 119-154

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

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