ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 17-Feb-2016
Day Change Summary
Previous Current
16-Feb-2016 17-Feb-2016 Change Change % Previous Week
Open 121-072 121-082 0-010 0.0% 121-017
High 121-120 121-130 0-010 0.0% 122-157
Low 121-010 120-277 -0-053 -0.1% 120-297
Close 121-075 121-000 -0-075 -0.2% 121-100
Range 0-110 0-173 0-063 57.3% 1-180
ATR 0-147 0-149 0-002 1.3% 0-000
Volume 725,875 782,925 57,050 7.9% 4,563,808
Daily Pivots for day following 17-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-228 122-127 121-095
R3 122-055 121-274 121-048
R2 121-202 121-202 121-032
R1 121-101 121-101 121-016 121-065
PP 121-029 121-029 121-029 121-011
S1 120-248 120-248 120-304 120-212
S2 120-176 120-176 120-288
S3 120-003 120-075 120-272
S4 119-150 119-222 120-225
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
5 122-157 120-277 1-200 1.3% 0-176 0.5% 8% False True 860,633
10 122-157 120-250 1-227 1.4% 0-164 0.4% 13% False False 872,145
20 122-157 119-265 2-212 2.2% 0-146 0.4% 44% False False 768,472
40 122-157 118-017 4-140 3.7% 0-130 0.3% 66% False False 655,684
60 122-157 118-017 4-140 3.7% 0-124 0.3% 66% False False 656,653
80 122-157 117-302 4-175 3.8% 0-117 0.3% 67% False False 494,038
100 122-157 117-302 4-175 3.8% 0-104 0.3% 67% False False 395,330
120 122-157 117-302 4-175 3.8% 0-087 0.2% 67% False False 329,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-225
2.618 122-263
1.618 122-090
1.000 121-303
0.618 121-237
HIGH 121-130
0.618 121-064
0.500 121-044
0.382 121-023
LOW 120-277
0.618 120-170
1.000 120-104
1.618 119-317
2.618 119-144
4.250 118-182
Fisher Pivots for day following 17-Feb-2016
Pivot 1 day 3 day
R1 121-044 121-102
PP 121-029 121-068
S1 121-014 121-034

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

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