ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 119-275 119-305 0-030 0.1% 119-230
High 119-298 120-022 0-045 0.1% 120-038
Low 119-230 119-305 0-075 0.2% 119-190
Close 119-298 120-022 0-045 0.1% 119-220
Range 0-067 0-038 -0-030 -44.4% 0-167
ATR 0-071 0-069 -0-002 -2.6% 0-000
Volume 3,024 4,300 1,276 42.2% 18,385
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-123 120-110 120-043
R3 120-085 120-073 120-033
R2 120-047 120-047 120-029
R1 120-035 120-035 120-026 120-041
PP 120-010 120-010 120-010 120-013
S1 119-317 119-317 120-019 120-004
S2 119-292 119-292 120-016
S3 119-255 119-280 120-012
S4 119-217 119-242 120-002
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
5 120-022 119-190 0-152 0.4% 0-054 0.1% 100% True False 4,672
10 120-038 119-107 0-250 0.7% 0-047 0.1% 94% False False 3,680
Crabel Price Patterns
NR True
NR4 False
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 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-182
2.618 120-121
1.618 120-083
1.000 120-060
0.618 120-046
HIGH 120-022
0.618 120-008
0.500 120-004
0.382 119-319
LOW 119-305
0.618 119-282
1.000 119-267
1.618 119-244
2.618 119-207
4.250 119-146
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 120-016 120-004
PP 120-010 119-305
S1 120-004 119-286

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

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