ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 119-195 119-230 0-035 0.1% 119-135
High 119-275 120-115 0-160 0.4% 120-115
Low 119-172 119-212 0-040 0.1% 119-042
Close 119-220 120-012 0-112 0.3% 120-012
Range 0-103 0-223 0-120 116.5% 1-073
ATR 0-119 0-126 0-007 6.3% 0-000
Volume 750,285 1,048,171 297,886 39.7% 4,059,185
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 122-035 121-247 120-135
R3 121-132 121-024 120-073
R2 120-229 120-229 120-053
R1 120-121 120-121 120-032 120-175
PP 120-006 120-006 120-006 120-034
S1 119-218 119-218 119-312 119-272
S2 119-103 119-103 119-291
S3 118-200 118-315 119-271
S4 117-297 118-092 119-209
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 123-169 123-003 120-228
R3 122-096 121-250 120-120
R2 121-023 121-023 120-084
R1 120-177 120-177 120-048 120-260
PP 119-270 119-270 119-270 119-311
S1 119-104 119-104 119-296 119-187
S2 118-197 118-197 119-260
S3 117-124 118-031 119-224
S4 116-051 116-278 119-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-115 119-042 1-073 1.0% 0-158 0.4% 74% True False 811,837
10 120-115 118-085 2-030 1.7% 0-148 0.4% 85% True False 739,154
20 120-115 118-017 2-098 1.9% 0-112 0.3% 86% True False 538,176
40 120-115 118-017 2-098 1.9% 0-113 0.3% 86% True False 583,064
60 120-115 117-302 2-133 2.0% 0-107 0.3% 87% True False 390,910
80 120-245 117-302 2-262 2.3% 0-092 0.2% 74% False False 293,204
100 120-245 117-302 2-262 2.3% 0-074 0.2% 74% False False 234,563
120 120-245 117-302 2-262 2.3% 0-061 0.2% 74% False False 195,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 123-103
2.618 122-059
1.618 121-156
1.000 121-018
0.618 120-253
HIGH 120-115
0.618 120-030
0.500 120-004
0.382 119-297
LOW 119-212
0.618 119-074
1.000 118-309
1.618 118-171
2.618 117-268
4.250 116-224
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 120-009 119-310
PP 120-006 119-289
S1 120-004 119-268

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

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