ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 120-037 120-055 0-018 0.0% 120-015
High 120-110 120-087 -0-023 -0.1% 120-152
Low 120-002 119-275 -0-047 -0.1% 119-250
Close 120-060 120-072 0-012 0.0% 119-317
Range 0-108 0-132 0-024 22.2% 0-222
ATR 0-123 0-124 0-001 0.5% 0-000
Volume 510,076 669,193 159,117 31.2% 3,009,482
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-114 121-065 120-145
R3 120-302 120-253 120-108
R2 120-170 120-170 120-096
R1 120-121 120-121 120-084 120-146
PP 120-038 120-038 120-038 120-050
S1 119-309 119-309 120-060 120-014
S2 119-226 119-226 120-048
S3 119-094 119-177 120-036
S4 118-282 119-045 119-319
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 122-052 121-247 120-119
R3 121-150 121-025 120-058
R2 120-248 120-248 120-038
R1 120-123 120-123 120-017 120-074
PP 120-026 120-026 120-026 120-002
S1 119-221 119-221 119-297 119-172
S2 119-124 119-124 119-276
S3 118-222 118-319 119-256
S4 118-000 118-097 119-195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-137 119-265 0-192 0.5% 0-111 0.3% 66% False False 612,011
10 120-152 119-100 1-052 1.0% 0-134 0.3% 78% False False 733,105
20 120-152 118-017 2-135 2.0% 0-130 0.3% 90% False False 655,882
40 120-152 118-017 2-135 2.0% 0-121 0.3% 90% False False 599,732
60 120-152 117-302 2-170 2.1% 0-111 0.3% 90% False False 467,664
80 120-245 117-302 2-262 2.3% 0-101 0.3% 81% False False 351,153
100 120-245 117-302 2-262 2.3% 0-082 0.2% 81% False False 280,922
120 120-245 117-302 2-262 2.3% 0-068 0.2% 81% False False 234,102
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-008
2.618 121-113
1.618 120-301
1.000 120-219
0.618 120-169
HIGH 120-087
0.618 120-037
0.500 120-021
0.382 120-005
LOW 119-275
0.618 119-193
1.000 119-143
1.618 119-061
2.618 118-249
4.250 118-034
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 120-055 120-059
PP 120-038 120-046
S1 120-021 120-032

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

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