ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 121-107 121-035 -0-072 -0.2% 121-072
High 121-145 121-050 -0-095 -0.2% 121-145
Low 121-002 120-287 -0-035 -0.1% 120-277
Close 121-045 121-012 -0-033 -0.1% 121-045
Range 0-143 0-083 -0-060 -42.0% 0-188
ATR 0-148 0-143 -0-005 -3.1% 0-000
Volume 735,829 935,861 200,032 27.2% 2,901,498
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-259 121-218 121-058
R3 121-176 121-135 121-035
R2 121-093 121-093 121-027
R1 121-052 121-052 121-020 121-031
PP 121-010 121-010 121-010 120-319
S1 120-289 120-289 121-004 120-268
S2 120-247 120-247 120-317
S3 120-164 120-206 120-309
S4 120-081 120-123 120-286
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-293 122-197 121-148
R3 122-105 122-009 121-097
R2 121-237 121-237 121-079
R1 121-141 121-141 121-062 121-095
PP 121-049 121-049 121-049 121-026
S1 120-273 120-273 121-028 120-227
S2 120-181 120-181 121-011
S3 119-313 120-085 120-313
S4 119-125 119-217 120-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-145 120-277 0-188 0.5% 0-128 0.3% 29% False False 767,471
10 122-157 120-277 1-200 1.3% 0-155 0.4% 11% False False 840,116
20 122-157 119-275 2-202 2.2% 0-143 0.4% 45% False False 769,786
40 122-157 118-017 4-140 3.7% 0-132 0.3% 67% False False 686,462
60 122-157 118-017 4-140 3.7% 0-126 0.3% 67% False False 671,661
80 122-157 117-302 4-175 3.8% 0-119 0.3% 68% False False 522,942
100 122-157 117-302 4-175 3.8% 0-107 0.3% 68% False False 418,615
120 122-157 117-302 4-175 3.8% 0-090 0.2% 68% False False 348,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-083
2.618 121-267
1.618 121-184
1.000 121-133
0.618 121-101
HIGH 121-050
0.618 121-018
0.500 121-008
0.382 120-319
LOW 120-287
0.618 120-236
1.000 120-204
1.618 120-153
2.618 120-070
4.250 119-254
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 121-011 121-056
PP 121-010 121-041
S1 121-008 121-027

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

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