ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 121-025 121-080 0-055 0.1% 121-072
High 121-090 121-195 0-105 0.3% 121-145
Low 120-265 121-040 0-095 0.2% 120-277
Close 121-047 121-060 0-013 0.0% 121-045
Range 0-145 0-155 0-010 6.9% 0-188
ATR 0-143 0-144 0-001 0.6% 0-000
Volume 1,778,991 1,662,601 -116,390 -6.5% 2,901,498
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-243 122-147 121-145
R3 122-088 121-312 121-103
R2 121-253 121-253 121-088
R1 121-157 121-157 121-074 121-128
PP 121-098 121-098 121-098 121-084
S1 121-002 121-002 121-046 120-292
S2 120-263 120-263 121-032
S3 120-108 120-167 121-017
S4 119-273 120-012 120-295
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
5 121-195 120-265 0-250 0.6% 0-132 0.3% 46% True False 1,154,030
10 122-157 120-265 1-212 1.4% 0-154 0.4% 22% False False 1,007,331
20 122-157 119-275 2-202 2.2% 0-148 0.4% 50% False False 894,003
40 122-157 118-017 4-140 3.7% 0-138 0.4% 71% False False 762,917
60 122-157 118-017 4-140 3.7% 0-129 0.3% 71% False False 693,374
80 122-157 117-302 4-175 3.8% 0-120 0.3% 71% False False 565,884
100 122-157 117-302 4-175 3.8% 0-109 0.3% 71% False False 453,031
120 122-157 117-302 4-175 3.8% 0-092 0.2% 71% False False 377,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-214
2.618 122-281
1.618 122-126
1.000 122-030
0.618 121-291
HIGH 121-195
0.618 121-136
0.500 121-118
0.382 121-099
LOW 121-040
0.618 120-264
1.000 120-205
1.618 120-109
2.618 119-274
4.250 119-021
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 121-118 121-070
PP 121-098 121-067
S1 121-079 121-063

Download as Excel Spreadsheet

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

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