ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 120-317 120-307 -0-010 0.0% 119-305
High 121-115 121-060 -0-055 -0.1% 120-232
Low 120-250 120-285 0-035 0.1% 119-275
Close 120-307 121-025 0-038 0.1% 120-215
Range 0-185 0-095 -0-090 -48.6% 0-277
ATR 0-132 0-130 -0-003 -2.0% 0-000
Volume 941,782 702,979 -238,803 -25.4% 3,172,582
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-302 121-258 121-077
R3 121-207 121-163 121-051
R2 121-112 121-112 121-042
R1 121-068 121-068 121-034 121-090
PP 121-017 121-017 121-017 121-028
S1 120-293 120-293 121-016 120-315
S2 120-242 120-242 121-008
S3 120-147 120-198 120-319
S4 120-052 120-103 120-293
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
5 121-115 120-090 1-025 0.9% 0-143 0.4% 74% False False 725,425
10 121-115 119-265 1-170 1.3% 0-126 0.3% 82% False False 657,054
20 121-115 118-260 2-175 2.1% 0-140 0.4% 89% False False 737,999
40 121-115 118-017 3-098 2.7% 0-121 0.3% 91% False False 605,220
60 121-115 117-302 3-133 2.8% 0-112 0.3% 92% False False 540,397
80 121-115 117-302 3-133 2.8% 0-106 0.3% 92% False False 405,703
100 121-115 117-302 3-133 2.8% 0-090 0.2% 92% False False 324,563
120 121-115 117-302 3-133 2.8% 0-075 0.2% 92% False False 270,469
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 122-144
2.618 121-309
1.618 121-214
1.000 121-155
0.618 121-119
HIGH 121-060
0.618 121-024
0.500 121-012
0.382 121-001
LOW 120-285
0.618 120-226
1.000 120-190
1.618 120-131
2.618 120-036
4.250 119-201
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 121-021 121-008
PP 121-017 120-311
S1 121-012 120-294

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

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