ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 120-220 120-192 -0-028 -0.1% 121-035
High 120-242 120-210 -0-032 -0.1% 121-195
Low 120-147 120-147 0-000 0.0% 120-265
Close 120-167 120-195 0-028 0.1% 121-002
Range 0-095 0-063 -0-032 -33.7% 0-250
ATR 0-141 0-135 -0-006 -3.9% 0-000
Volume 79,333 47,242 -32,091 -40.5% 6,543,036
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-053 121-027 120-230
R3 120-310 120-284 120-212
R2 120-247 120-247 120-207
R1 120-221 120-221 120-201 120-234
PP 120-184 120-184 120-184 120-190
S1 120-158 120-158 120-189 120-171
S2 120-121 120-121 120-183
S3 120-058 120-095 120-178
S4 119-315 120-032 120-160
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
5 121-092 120-147 0-265 0.7% 0-090 0.2% 18% False True 239,138
10 121-195 120-147 1-048 1.0% 0-111 0.3% 13% False True 776,013
20 122-157 120-147 2-010 1.7% 0-135 0.4% 7% False True 809,834
40 122-157 118-180 3-297 3.3% 0-138 0.4% 52% False False 771,023
60 122-157 118-017 4-140 3.7% 0-126 0.3% 58% False False 670,338
80 122-157 117-302 4-175 3.8% 0-120 0.3% 59% False False 598,969
100 122-157 117-302 4-175 3.8% 0-111 0.3% 59% False False 479,499
120 122-157 117-302 4-175 3.8% 0-097 0.3% 59% False False 399,583
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-158
2.618 121-055
1.618 120-312
1.000 120-273
0.618 120-249
HIGH 120-210
0.618 120-186
0.500 120-178
0.382 120-171
LOW 120-147
0.618 120-108
1.000 120-084
1.618 120-045
2.618 119-302
4.250 119-199
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 120-190 120-280
PP 120-184 120-251
S1 120-178 120-223

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

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