ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 120-215 120-155 -0-060 -0.2% 119-305
High 120-247 121-005 0-078 0.2% 120-232
Low 120-127 120-152 0-025 0.1% 119-275
Close 120-130 120-292 0-162 0.4% 120-215
Range 0-120 0-173 0-053 44.2% 0-277
ATR 0-123 0-128 0-005 4.2% 0-000
Volume 537,986 635,151 97,165 18.1% 3,172,582
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-135 122-067 121-067
R3 121-282 121-214 121-020
R2 121-109 121-109 121-004
R1 121-041 121-041 120-308 121-075
PP 120-256 120-256 120-256 120-274
S1 120-188 120-188 120-276 120-222
S2 120-083 120-083 120-260
S3 119-230 120-015 120-244
S4 119-057 119-162 120-197
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
5 121-005 119-275 1-050 1.0% 0-134 0.3% 91% True False 677,693
10 121-005 119-265 1-060 1.0% 0-128 0.3% 91% True False 664,799
20 121-005 118-122 2-203 2.2% 0-136 0.4% 96% True False 710,634
40 121-005 118-017 2-308 2.5% 0-121 0.3% 97% True False 600,247
60 121-005 117-302 3-023 2.5% 0-113 0.3% 97% True False 512,985
80 121-005 117-302 3-023 2.5% 0-104 0.3% 97% True False 385,143
100 121-005 117-302 3-023 2.5% 0-087 0.2% 97% True False 308,115
120 121-005 117-302 3-023 2.5% 0-073 0.2% 97% True False 256,762
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 0-027
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 123-100
2.618 122-138
1.618 121-285
1.000 121-178
0.618 121-112
HIGH 121-005
0.618 120-259
0.500 120-238
0.382 120-218
LOW 120-152
0.618 120-045
1.000 119-299
1.618 119-192
2.618 119-019
4.250 118-057
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 120-274 120-264
PP 120-256 120-236
S1 120-238 120-208

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

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