ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 120-110 120-215 0-105 0.3% 119-305
High 120-232 120-247 0-015 0.0% 120-232
Low 120-090 120-127 0-037 0.1% 119-275
Close 120-215 120-130 -0-085 -0.2% 120-215
Range 0-142 0-120 -0-022 -15.5% 0-277
ATR 0-124 0-123 0-000 -0.2% 0-000
Volume 809,231 537,986 -271,245 -33.5% 3,172,582
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-208 121-129 120-196
R3 121-088 121-009 120-163
R2 120-288 120-288 120-152
R1 120-209 120-209 120-141 120-188
PP 120-168 120-168 120-168 120-158
S1 120-089 120-089 120-119 120-068
S2 120-048 120-048 120-108
S3 119-248 119-289 120-097
S4 119-128 119-169 120-064
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 123-005 122-227 121-047
R3 122-048 121-270 120-291
R2 121-091 121-091 120-266
R1 120-313 120-313 120-240 121-042
PP 120-134 120-134 120-134 120-158
S1 120-036 120-036 120-190 120-085
S2 119-177 119-177 120-164
S3 118-220 119-079 120-139
S4 117-263 118-122 120-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-247 119-275 0-292 0.8% 0-121 0.3% 60% True False 652,678
10 120-247 119-250 0-317 0.8% 0-121 0.3% 63% True False 672,005
20 120-247 118-085 2-162 2.1% 0-134 0.3% 85% True False 705,579
40 120-247 118-017 2-230 2.3% 0-122 0.3% 87% True False 605,323
60 120-247 117-302 2-265 2.3% 0-112 0.3% 87% True False 502,399
80 120-247 117-302 2-265 2.3% 0-103 0.3% 87% True False 377,204
100 120-247 117-302 2-265 2.3% 0-086 0.2% 87% True False 301,763
120 120-247 117-302 2-265 2.3% 0-071 0.2% 87% True False 251,469
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-117
2.618 121-241
1.618 121-121
1.000 121-047
0.618 121-001
HIGH 120-247
0.618 120-201
0.500 120-187
0.382 120-173
LOW 120-127
0.618 120-053
1.000 120-007
1.618 119-253
2.618 119-133
4.250 118-257
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 120-187 120-134
PP 120-168 120-133
S1 120-149 120-132

Download as Excel Spreadsheet

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

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