ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 119-280 119-275 -0-005 0.0% 119-230
High 119-287 119-298 0-010 0.0% 120-038
Low 119-235 119-230 -0-005 0.0% 119-190
Close 119-287 119-298 0-010 0.0% 119-220
Range 0-052 0-067 0-015 28.6% 0-167
ATR 0-071 0-071 0-000 -0.3% 0-000
Volume 2,955 3,024 69 2.3% 18,385
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-157 120-135 120-015
R3 120-090 120-067 119-316
R2 120-022 120-022 119-310
R1 120-000 120-000 119-304 120-011
PP 119-275 119-275 119-275 119-281
S1 119-253 119-253 119-291 119-264
S2 119-208 119-208 119-285
S3 119-140 119-185 119-279
S4 119-073 119-118 119-260
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
5 119-307 119-190 0-117 0.3% 0-058 0.2% 92% False False 5,359
10 120-038 119-030 1-007 0.9% 0-056 0.1% 82% False False 3,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-264
2.618 120-154
1.618 120-087
1.000 120-045
0.618 120-019
HIGH 119-298
0.618 119-272
0.500 119-264
0.382 119-256
LOW 119-230
0.618 119-188
1.000 119-163
1.618 119-121
2.618 119-053
4.250 118-263
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 119-286 119-284
PP 119-275 119-271
S1 119-264 119-258

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

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