ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 120-110 120-032 -0-078 -0.2% 120-117
High 120-155 120-035 -0-120 -0.3% 120-187
Low 119-310 119-260 -0-050 -0.1% 119-260
Close 120-020 119-282 -0-058 -0.2% 119-282
Range 0-165 0-095 -0-070 -42.4% 0-247
ATR 0-131 0-129 -0-003 -2.0% 0-000
Volume 7,992 9,213 1,221 15.3% 111,478
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-264 120-208 120-014
R3 120-169 120-113 119-308
R2 120-074 120-074 119-299
R1 120-018 120-018 119-291 119-318
PP 119-299 119-299 119-299 119-289
S1 119-243 119-243 119-273 119-224
S2 119-204 119-204 119-265
S3 119-109 119-148 119-256
S4 119-014 119-053 119-230
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-131 121-293 120-098
R3 121-204 121-046 120-030
R2 120-277 120-277 120-007
R1 120-119 120-119 119-305 120-074
PP 120-030 120-030 120-030 120-007
S1 119-192 119-192 119-259 119-148
S2 119-103 119-103 119-237
S3 118-176 118-265 119-214
S4 117-249 118-018 119-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-187 119-260 0-247 0.6% 0-106 0.3% 9% False True 22,295
10 121-092 119-260 1-152 1.2% 0-111 0.3% 5% False True 65,595
20 121-247 119-260 1-307 1.6% 0-119 0.3% 4% False True 545,616
40 122-157 119-172 2-305 2.5% 0-132 0.3% 12% False False 661,670
60 122-157 118-017 4-140 3.7% 0-124 0.3% 41% False False 610,732
80 122-157 118-017 4-140 3.7% 0-120 0.3% 41% False False 600,445
100 122-157 117-302 4-175 3.8% 0-114 0.3% 43% False False 481,230
120 122-157 117-302 4-175 3.8% 0-102 0.3% 43% False False 401,039
Crabel Price Patterns
NR True
NR4 False
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-119
2.618 120-284
1.618 120-189
1.000 120-130
0.618 120-094
HIGH 120-035
0.618 119-319
0.500 119-308
0.382 119-296
LOW 119-260
0.618 119-201
1.000 119-165
1.618 119-106
2.618 119-011
4.250 118-176
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 119-308 120-055
PP 119-299 120-024
S1 119-290 119-313

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.