ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 121-155 121-170 0-015 0.0% 120-215
High 121-252 121-227 -0-025 -0.1% 121-115
Low 121-142 121-082 -0-060 -0.2% 120-127
Close 121-170 121-190 0-020 0.1% 121-012
Range 0-110 0-145 0-035 31.8% 0-308
ATR 0-136 0-136 0-001 0.5% 0-000
Volume 979,483 808,964 -170,519 -17.4% 3,821,985
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-281 122-221 121-270
R3 122-136 122-076 121-230
R2 121-311 121-311 121-217
R1 121-251 121-251 121-203 121-281
PP 121-166 121-166 121-166 121-182
S1 121-106 121-106 121-177 121-136
S2 121-021 121-021 121-163
S3 120-196 120-281 121-150
S4 120-051 120-136 121-110
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-262 123-125 121-181
R3 122-274 122-137 121-097
R2 121-286 121-286 121-068
R1 121-149 121-149 121-040 121-218
PP 120-298 120-298 120-298 121-012
S1 120-161 120-161 120-304 120-230
S2 119-310 119-310 120-276
S3 119-002 119-173 120-247
S4 118-014 118-185 120-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-252 120-260 0-312 0.8% 0-144 0.4% 80% False False 857,094
10 121-252 120-022 1-230 1.4% 0-144 0.4% 89% False False 794,652
20 121-252 119-100 2-152 2.0% 0-139 0.4% 92% False False 763,879
40 121-252 118-017 3-235 3.1% 0-124 0.3% 95% False False 630,571
60 121-252 118-017 3-235 3.1% 0-118 0.3% 95% False False 599,376
80 121-252 117-302 3-270 3.2% 0-110 0.3% 95% False False 450,463
100 121-252 117-302 3-270 3.2% 0-096 0.2% 95% False False 360,388
120 121-252 117-302 3-270 3.2% 0-080 0.2% 95% False False 300,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-203
2.618 122-287
1.618 122-142
1.000 122-052
0.618 121-317
HIGH 121-227
0.618 121-172
0.500 121-154
0.382 121-137
LOW 121-082
0.618 120-312
1.000 120-257
1.618 120-167
2.618 120-022
4.250 119-106
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 121-178 121-165
PP 121-166 121-140
S1 121-154 121-114

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

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