ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 120-032 119-272 -0-080 -0.2% 120-117
High 120-035 119-305 -0-050 -0.1% 120-187
Low 119-260 119-270 0-010 0.0% 119-260
Close 119-282 119-285 0-003 0.0% 119-282
Range 0-095 0-035 -0-060 -63.2% 0-247
ATR 0-129 0-122 -0-007 -5.2% 0-000
Volume 9,213 9,637 424 4.6% 111,478
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-072 120-053 119-304
R3 120-037 120-018 119-295
R2 120-002 120-002 119-291
R1 119-303 119-303 119-288 119-312
PP 119-287 119-287 119-287 119-291
S1 119-268 119-268 119-282 119-278
S2 119-252 119-252 119-279
S3 119-217 119-233 119-275
S4 119-182 119-198 119-266
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% 0-097 0.3% 10% False False 16,376
10 121-092 119-260 1-152 1.2% 0-106 0.3% 5% False False 43,315
20 121-195 119-260 1-255 1.5% 0-111 0.3% 4% False False 505,506
40 122-157 119-212 2-265 2.4% 0-130 0.3% 8% False False 643,153
60 122-157 118-017 4-140 3.7% 0-123 0.3% 41% False False 602,240
80 122-157 118-017 4-140 3.7% 0-120 0.3% 41% False False 600,006
100 122-157 117-302 4-175 3.8% 0-114 0.3% 43% False False 481,326
120 122-157 117-302 4-175 3.8% 0-103 0.3% 43% False False 401,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-134
2.618 120-077
1.618 120-042
1.000 120-020
0.618 120-007
HIGH 119-305
0.618 119-292
0.500 119-288
0.382 119-283
LOW 119-270
0.618 119-248
1.000 119-235
1.618 119-213
2.618 119-178
4.250 119-121
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 119-288 120-048
PP 119-287 120-020
S1 119-286 119-312

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

View Archives - Comment on this page... - Back to Index of Symbols