ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 119-230 119-305 0-075 0.2% 118-313
High 119-230 120-038 0-127 0.3% 119-282
Low 119-195 119-305 0-110 0.3% 118-313
Close 119-213 119-307 0-095 0.2% 119-227
Range 0-035 0-053 0-018 50.0% 0-290
ATR
Volume 2,272 1,038 -1,234 -54.3% 2,924
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-161 120-127 120-016
R3 120-108 120-074 120-002
R2 120-056 120-056 119-317
R1 120-022 120-022 119-312 120-039
PP 120-003 120-003 120-003 120-012
S1 119-289 119-289 119-303 119-306
S2 119-271 119-271 119-298
S3 119-218 119-237 119-293
S4 119-166 119-184 119-279
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 122-077 121-282 120-067
R3 121-107 120-312 119-307
R2 120-137 120-137 119-281
R1 120-022 120-022 119-254 120-080
PP 119-167 119-167 119-167 119-196
S1 119-053 119-053 119-201 119-110
S2 118-198 118-198 119-174
S3 117-228 118-083 119-148
S4 116-258 117-113 119-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-038 119-030 1-007 0.9% 0-054 0.1% 85% True False 1,223
10 120-038 118-120 1-238 1.5% 0-041 0.1% 91% True False 725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-261
2.618 120-175
1.618 120-122
1.000 120-090
0.618 120-070
HIGH 120-038
0.618 120-017
0.500 120-011
0.382 120-005
LOW 119-305
0.618 119-273
1.000 119-252
1.618 119-220
2.618 119-168
4.250 119-082
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 120-011 119-297
PP 120-003 119-287
S1 119-315 119-276

Download as Excel Spreadsheet

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

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