ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 121-082 121-010 -0-072 -0.2% 121-017
High 121-130 121-110 -0-020 -0.1% 122-157
Low 120-277 120-297 0-020 0.1% 120-297
Close 121-000 121-075 0-075 0.2% 121-100
Range 0-173 0-133 -0-040 -23.1% 1-180
ATR 0-149 0-148 -0-001 -0.8% 0-000
Volume 782,925 656,869 -126,056 -16.1% 4,563,808
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-133 122-077 121-148
R3 122-000 121-264 121-112
R2 121-187 121-187 121-099
R1 121-131 121-131 121-087 121-159
PP 121-054 121-054 121-054 121-068
S1 120-318 120-318 121-063 121-026
S2 120-241 120-241 121-051
S3 120-108 120-185 121-038
S4 119-295 120-052 121-002
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% 0-174 0.4% 23% False False 830,214
10 122-157 120-260 1-217 1.4% 0-159 0.4% 25% False False 843,654
20 122-157 119-265 2-212 2.2% 0-143 0.4% 53% False False 757,882
40 122-157 118-017 4-140 3.7% 0-131 0.3% 72% False False 661,761
60 122-157 118-017 4-140 3.7% 0-125 0.3% 72% False False 664,714
80 122-157 117-302 4-175 3.7% 0-118 0.3% 72% False False 502,106
100 122-157 117-302 4-175 3.7% 0-105 0.3% 72% False False 401,898
120 122-157 117-302 4-175 3.7% 0-088 0.2% 72% False False 334,915
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-035
2.618 122-138
1.618 122-005
1.000 121-243
0.618 121-192
HIGH 121-110
0.618 121-059
0.500 121-044
0.382 121-028
LOW 120-297
0.618 120-215
1.000 120-164
1.618 120-082
2.618 119-269
4.250 119-052
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 121-064 121-064
PP 121-054 121-054
S1 121-044 121-044

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

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