ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 119-160 119-195 0-035 0.1% 118-112
High 119-265 119-275 0-010 0.0% 119-145
Low 119-100 119-172 0-072 0.2% 118-085
Close 119-217 119-220 0-003 0.0% 119-110
Range 0-165 0-103 -0-062 -37.6% 1-060
ATR 0-120 0-119 -0-001 -1.0% 0-000
Volume 896,671 750,285 -146,386 -16.3% 3,332,355
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-211 120-159 119-277
R3 120-108 120-056 119-248
R2 120-005 120-005 119-239
R1 119-273 119-273 119-229 119-299
PP 119-222 119-222 119-222 119-236
S1 119-170 119-170 119-211 119-196
S2 119-119 119-119 119-201
S3 119-016 119-067 119-192
S4 118-233 118-284 119-163
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
5 119-275 118-260 1-015 0.9% 0-155 0.4% 84% True False 787,484
10 119-275 118-050 1-225 1.4% 0-134 0.3% 90% True False 664,082
20 119-275 118-017 1-258 1.5% 0-109 0.3% 90% True False 520,413
40 119-275 118-017 1-258 1.5% 0-110 0.3% 90% True False 556,859
60 120-107 117-302 2-125 2.0% 0-104 0.3% 73% False False 373,441
80 120-245 117-302 2-262 2.4% 0-089 0.2% 62% False False 280,102
100 120-245 117-302 2-262 2.4% 0-071 0.2% 62% False False 224,081
120 120-245 117-302 2-262 2.4% 0-059 0.2% 62% False False 186,734
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-039
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-073
2.618 120-225
1.618 120-122
1.000 120-058
0.618 120-019
HIGH 119-275
0.618 119-236
0.500 119-224
0.382 119-211
LOW 119-172
0.618 119-108
1.000 119-069
1.618 119-005
2.618 118-222
4.250 118-054
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 119-224 119-200
PP 119-222 119-179
S1 119-221 119-158

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

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