ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 119-273 119-218 -0-055 -0.1% 119-230
High 119-273 119-247 -0-025 -0.1% 120-038
Low 119-190 119-218 0-027 0.1% 119-190
Close 119-220 119-238 0-018 0.0% 119-220
Range 0-082 0-030 -0-053 -63.7% 0-167
ATR 0-000 0-072 0-072 0-000
Volume 7,339 5,744 -1,595 -21.7% 18,385
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-004 119-311 119-254
R3 119-294 119-281 119-246
R2 119-264 119-264 119-243
R1 119-251 119-251 119-240 119-257
PP 119-234 119-234 119-234 119-237
S1 119-221 119-221 119-235 119-228
S2 119-204 119-204 119-232
S3 119-174 119-191 119-229
S4 119-144 119-161 119-221
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-118 121-017 119-312
R3 120-271 120-169 119-266
R2 120-103 120-103 119-251
R1 120-002 120-002 119-235 119-289
PP 119-256 119-256 119-256 119-239
S1 119-154 119-154 119-205 119-121
S2 119-088 119-088 119-189
S3 118-241 118-307 119-174
S4 118-073 118-139 119-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-038 119-190 0-167 0.4% 0-051 0.1% 28% False False 4,825
10 120-038 118-313 1-045 1.0% 0-047 0.1% 67% False False 2,705
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-055
2.618 120-006
1.618 119-296
1.000 119-277
0.618 119-266
HIGH 119-247
0.618 119-236
0.500 119-232
0.382 119-229
LOW 119-218
0.618 119-199
1.000 119-188
1.618 119-169
2.618 119-139
4.250 119-090
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 119-236 119-249
PP 119-234 119-245
S1 119-232 119-241

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

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