ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 120-317 121-045 0-048 0.1% 121-035
High 121-052 121-092 0-040 0.1% 121-195
Low 120-290 120-202 -0-088 -0.2% 120-265
Close 121-032 120-207 -0-145 -0.4% 121-002
Range 0-082 0-210 0-128 156.1% 0-250
ATR 0-139 0-144 0-005 3.6% 0-000
Volume 232,442 122,257 -110,185 -47.4% 6,543,036
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-264 122-125 121-002
R3 122-054 121-235 120-265
R2 121-164 121-164 120-246
R1 121-025 121-025 120-226 120-310
PP 120-274 120-274 120-274 120-256
S1 120-135 120-135 120-188 120-100
S2 120-064 120-064 120-168
S3 119-174 119-245 120-149
S4 118-284 119-035 120-092
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
5 121-195 120-202 0-313 0.8% 0-117 0.3% 2% False True 836,576
10 121-195 120-202 0-313 0.8% 0-126 0.3% 2% False True 907,335
20 122-157 120-152 2-005 1.7% 0-145 0.4% 9% False False 882,352
40 122-157 118-085 4-072 3.5% 0-140 0.4% 56% False False 793,965
60 122-157 118-017 4-140 3.7% 0-130 0.3% 58% False False 697,666
80 122-157 117-302 4-175 3.8% 0-120 0.3% 59% False False 597,387
100 122-157 117-302 4-175 3.8% 0-111 0.3% 59% False False 478,233
120 122-157 117-302 4-175 3.8% 0-096 0.2% 59% False False 398,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 124-024
2.618 123-002
1.618 122-112
1.000 121-302
0.618 121-222
HIGH 121-092
0.618 121-012
0.500 120-307
0.382 120-282
LOW 120-202
0.618 120-072
1.000 119-312
1.618 119-182
2.618 118-292
4.250 117-270
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 120-307 120-307
PP 120-274 120-274
S1 120-240 120-240

Download as Excel Spreadsheet

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

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