ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 121-170 121-230 0-060 0.2% 120-215
High 121-227 122-157 0-250 0.6% 121-115
Low 121-082 121-205 0-123 0.3% 120-127
Close 121-190 121-257 0-067 0.2% 121-012
Range 0-145 0-272 0-127 87.6% 0-308
ATR 0-136 0-147 0-011 7.9% 0-000
Volume 808,964 1,173,561 364,597 45.1% 3,821,985
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 124-169 124-005 122-087
R3 123-217 123-053 122-012
R2 122-265 122-265 121-307
R1 122-101 122-101 121-282 122-183
PP 121-313 121-313 121-313 122-034
S1 121-149 121-149 121-232 121-231
S2 121-041 121-041 121-207
S3 120-089 120-197 121-182
S4 119-137 119-245 121-107
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
5 122-157 120-260 1-217 1.4% 0-179 0.5% 59% True False 951,210
10 122-157 120-090 2-067 1.8% 0-161 0.4% 69% True False 838,318
20 122-157 119-172 2-305 2.4% 0-144 0.4% 77% True False 777,723
40 122-157 118-017 4-140 3.6% 0-127 0.3% 85% True False 643,290
60 122-157 118-017 4-140 3.6% 0-121 0.3% 85% True False 618,722
80 122-157 117-302 4-175 3.7% 0-113 0.3% 85% True False 465,133
100 122-157 117-302 4-175 3.7% 0-099 0.3% 85% True False 372,123
120 122-157 117-302 4-175 3.7% 0-083 0.2% 85% True False 310,103
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 0-033
Widest range in 180 trading days
Fibonacci Retracements and Extensions
4.250 126-033
2.618 124-229
1.618 123-277
1.000 123-109
0.618 123-005
HIGH 122-157
0.618 122-053
0.500 122-021
0.382 121-309
LOW 121-205
0.618 121-037
1.000 120-253
1.618 120-085
2.618 119-133
4.250 118-009
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 122-021 121-280
PP 121-313 121-272
S1 121-285 121-264

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

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