ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 121-220 121-072 -0-148 -0.4% 121-017
High 121-247 121-120 -0-127 -0.3% 122-157
Low 121-067 121-010 -0-057 -0.1% 120-297
Close 121-100 121-075 -0-025 -0.1% 121-100
Range 0-180 0-110 -0-070 -38.9% 1-180
ATR 0-150 0-147 -0-003 -1.9% 0-000
Volume 811,843 725,875 -85,968 -10.6% 4,563,808
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-078 122-027 121-136
R3 121-288 121-237 121-105
R2 121-178 121-178 121-095
R1 121-127 121-127 121-085 121-152
PP 121-068 121-068 121-068 121-081
S1 121-017 121-017 121-065 121-042
S2 120-278 120-278 121-055
S3 120-168 120-227 121-045
S4 120-058 120-117 121-014
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 126-085 125-112 122-055
R3 124-225 123-252 121-238
R2 123-045 123-045 121-192
R1 122-072 122-072 121-146 122-218
PP 121-185 121-185 121-185 121-258
S1 120-212 120-212 121-054 121-038
S2 120-005 120-005 121-008
S3 118-145 119-032 120-282
S4 116-285 117-172 120-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-157 121-010 1-147 1.2% 0-163 0.4% 14% False True 899,945
10 122-157 120-152 2-005 1.7% 0-164 0.4% 38% False False 857,368
20 122-157 119-250 2-227 2.2% 0-143 0.4% 54% False False 764,686
40 122-157 118-017 4-140 3.7% 0-127 0.3% 72% False False 651,431
60 122-157 118-017 4-140 3.7% 0-123 0.3% 72% False False 643,604
80 122-157 117-302 4-175 3.7% 0-116 0.3% 72% False False 484,354
100 122-157 117-302 4-175 3.7% 0-102 0.3% 72% False False 387,500
120 122-157 117-302 4-175 3.7% 0-085 0.2% 72% False False 322,917
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-268
2.618 122-088
1.618 121-298
1.000 121-230
0.618 121-188
HIGH 121-120
0.618 121-078
0.500 121-065
0.382 121-052
LOW 121-010
0.618 120-262
1.000 120-220
1.618 120-152
2.618 120-042
4.250 119-182
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 121-072 121-244
PP 121-068 121-187
S1 121-065 121-131

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

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