ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 119-218 119-280 0-062 0.2% 119-230
High 119-247 119-287 0-040 0.1% 120-038
Low 119-218 119-235 0-018 0.0% 119-190
Close 119-238 119-287 0-050 0.1% 119-220
Range 0-030 0-052 0-022 75.0% 0-167
ATR 0-072 0-071 -0-001 -1.9% 0-000
Volume 5,744 2,955 -2,789 -48.6% 18,385
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-107 120-090 119-316
R3 120-055 120-037 119-302
R2 120-002 120-002 119-297
R1 119-305 119-305 119-292 119-314
PP 119-270 119-270 119-270 119-274
S1 119-253 119-253 119-283 119-261
S2 119-218 119-218 119-278
S3 119-165 119-200 119-273
S4 119-113 119-148 119-259
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% 0-055 0.1% 58% False False 4,962
10 120-038 119-030 1-007 0.9% 0-051 0.1% 79% False False 3,000
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 0-004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-191
2.618 120-105
1.618 120-052
1.000 120-020
0.618 120-000
HIGH 119-287
0.618 119-267
0.500 119-261
0.382 119-255
LOW 119-235
0.618 119-203
1.000 119-183
1.618 119-150
2.618 119-098
4.250 119-012
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 119-279 119-271
PP 119-270 119-255
S1 119-261 119-239

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

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