ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 121-107 120-317 -0-110 -0.3% 121-035
High 121-002 121-052 0-050 0.1% 121-195
Low 121-002 120-290 -0-032 -0.1% 120-265
Close 121-002 121-032 0-030 0.1% 121-002
Range 0-000 0-082 0-082 0-250
ATR 0-144 0-139 -0-004 -3.1% 0-000
Volume 714,420 232,442 -481,978 -67.5% 6,543,036
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-264 121-230 121-077
R3 121-182 121-148 121-055
R2 121-100 121-100 121-047
R1 121-066 121-066 121-040 121-083
PP 121-018 121-018 121-018 121-026
S1 120-304 120-304 121-024 121-001
S2 120-256 120-256 121-017
S3 120-174 120-222 121-009
S4 120-092 120-140 120-307
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% 35% False False 1,167,923
10 121-195 120-265 0-250 0.6% 0-116 0.3% 35% False False 967,697
20 122-157 120-127 2-030 1.7% 0-141 0.4% 34% False False 903,138
40 122-157 118-050 4-107 3.6% 0-137 0.4% 68% False False 798,345
60 122-157 118-017 4-140 3.7% 0-128 0.3% 69% False False 705,600
80 122-157 117-302 4-175 3.8% 0-119 0.3% 69% False False 595,859
100 122-157 117-302 4-175 3.8% 0-109 0.3% 69% False False 477,011
120 122-157 117-302 4-175 3.8% 0-094 0.2% 69% False False 397,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-080
2.618 121-267
1.618 121-185
1.000 121-134
0.618 121-103
HIGH 121-052
0.618 121-021
0.500 121-011
0.382 121-001
LOW 120-290
0.618 120-239
1.000 120-208
1.618 120-157
2.618 120-075
4.250 119-262
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 121-025 121-072
PP 121-018 121-059
S1 121-011 121-046

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

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