ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 120-180 120-187 0-007 0.0% 119-272
High 120-240 120-245 0-005 0.0% 120-245
Low 120-120 120-170 0-050 0.1% 119-210
Close 120-145 120-212 0-067 0.2% 120-212
Range 0-120 0-075 -0-045 -37.5% 1-035
ATR 0-129 0-127 -0-002 -1.6% 0-000
Volume 6,567 9,756 3,189 48.6% 81,748
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-114 121-078 120-253
R3 121-039 121-003 120-233
R2 120-284 120-284 120-226
R1 120-248 120-248 120-219 120-266
PP 120-209 120-209 120-209 120-218
S1 120-173 120-173 120-205 120-191
S2 120-134 120-134 120-198
S3 120-059 120-098 120-191
S4 119-304 120-023 120-171
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-221 123-091 121-087
R3 122-186 122-056 120-310
R2 121-151 121-151 120-277
R1 121-021 121-021 120-245 121-086
PP 120-116 120-116 120-116 120-148
S1 119-306 119-306 120-179 120-051
S2 119-081 119-081 120-147
S3 118-046 118-271 120-114
S4 117-011 117-236 120-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-245 119-210 1-035 0.9% 0-111 0.3% 91% True False 16,349
10 120-245 119-210 1-035 0.9% 0-109 0.3% 91% True False 19,322
20 121-195 119-210 1-305 1.6% 0-109 0.3% 52% False False 364,037
40 122-157 119-210 2-267 2.3% 0-127 0.3% 36% False False 558,017
60 122-157 118-017 4-140 3.7% 0-125 0.3% 59% False False 568,794
80 122-157 118-017 4-140 3.7% 0-123 0.3% 59% False False 595,586
100 122-157 117-302 4-175 3.8% 0-117 0.3% 60% False False 481,851
120 122-157 117-302 4-175 3.8% 0-107 0.3% 60% False False 401,720
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 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-244
2.618 121-121
1.618 121-046
1.000 121-000
0.618 120-291
HIGH 120-245
0.618 120-216
0.500 120-208
0.382 120-199
LOW 120-170
0.618 120-124
1.000 120-095
1.618 120-049
2.618 119-294
4.250 119-171
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 120-210 120-164
PP 120-209 120-116
S1 120-208 120-068

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

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