ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 121-035 121-025 -0-010 0.0% 121-072
High 121-050 121-090 0-040 0.1% 121-145
Low 120-287 120-265 -0-022 -0.1% 120-277
Close 121-012 121-047 0-035 0.1% 121-045
Range 0-083 0-145 0-062 74.7% 0-188
ATR 0-143 0-143 0-000 0.1% 0-000
Volume 935,861 1,778,991 843,130 90.1% 2,901,498
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-142 122-080 121-127
R3 121-317 121-255 121-087
R2 121-172 121-172 121-074
R1 121-110 121-110 121-060 121-141
PP 121-027 121-027 121-027 121-043
S1 120-285 120-285 121-034 120-316
S2 120-202 120-202 121-020
S3 120-057 120-140 121-007
S4 119-232 119-315 120-287
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
5 121-145 120-265 0-200 0.5% 0-135 0.3% 51% False True 978,095
10 122-157 120-265 1-212 1.4% 0-149 0.4% 19% False True 939,020
20 122-157 119-275 2-202 2.2% 0-146 0.4% 49% False False 836,377
40 122-157 118-017 4-140 3.7% 0-135 0.3% 70% False False 724,200
60 122-157 118-017 4-140 3.7% 0-127 0.3% 70% False False 679,721
80 122-157 117-302 4-175 3.8% 0-120 0.3% 70% False False 545,101
100 122-157 117-302 4-175 3.8% 0-108 0.3% 70% False False 436,405
120 122-157 117-302 4-175 3.8% 0-091 0.2% 70% False False 363,671
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-066
2.618 122-150
1.618 122-005
1.000 121-235
0.618 121-180
HIGH 121-090
0.618 121-035
0.500 121-018
0.382 121-000
LOW 120-265
0.618 120-175
1.000 120-120
1.618 120-030
2.618 119-205
4.250 118-289
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 121-037 121-046
PP 121-027 121-046
S1 121-018 121-045

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

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