ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 121-055 121-107 0-052 0.1% 121-035
High 121-175 121-002 -0-173 -0.4% 121-195
Low 121-037 121-002 -0-035 -0.1% 120-265
Close 121-150 121-002 -0-148 -0.4% 121-002
Range 0-138 0-000 -0-138 -100.0% 0-250
ATR 0-143 0-144 0-000 0.2% 0-000
Volume 1,451,163 714,420 -736,743 -50.8% 6,543,036
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-002 121-002 121-002
R3 121-002 121-002 121-002
R2 121-002 121-002 121-002
R1 121-002 121-002 121-002 121-002
PP 121-002 121-002 121-002 121-002
S1 121-002 121-002 121-002 121-002
S2 121-002 121-002 121-002
S3 121-002 121-002 121-002
S4 121-002 121-002 121-002
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-157 123-010 121-140
R3 122-227 122-080 121-071
R2 121-297 121-297 121-048
R1 121-150 121-150 121-025 121-098
PP 121-047 121-047 121-047 121-022
S1 120-220 120-220 120-299 120-168
S2 120-117 120-117 120-276
S3 119-187 119-290 120-253
S4 118-257 119-040 120-184
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% 0-104 0.3% 23% False False 1,308,607
10 121-247 120-265 0-302 0.8% 0-126 0.3% 19% False False 1,025,637
20 122-157 120-090 2-067 1.8% 0-144 0.4% 33% False False 931,977
40 122-157 118-017 4-140 3.7% 0-136 0.4% 67% False False 802,716
60 122-157 118-017 4-140 3.7% 0-129 0.3% 67% False False 712,900
80 122-157 117-302 4-175 3.8% 0-119 0.3% 67% False False 592,953
100 122-157 117-302 4-175 3.8% 0-109 0.3% 67% False False 474,687
120 122-157 117-302 4-175 3.8% 0-093 0.2% 67% False False 395,572
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 0-023
Narrowest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 121-002
2.618 121-002
1.618 121-002
1.000 121-002
0.618 121-002
HIGH 121-002
0.618 121-002
0.500 121-002
0.382 121-002
LOW 121-002
0.618 121-002
1.000 121-002
1.618 121-002
2.618 121-002
4.250 121-002
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 121-002 121-098
PP 121-002 121-066
S1 121-002 121-034

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

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