ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 120-225 120-240 0-015 0.0% 119-218
High 121-027 120-290 -0-057 -0.1% 120-130
Low 120-190 120-215 0-025 0.1% 119-218
Close 120-230 120-270 0-040 0.1% 120-130
Range 0-157 0-075 -0-082 -52.4% 0-233
ATR 0-086 0-085 -0-001 -0.9% 0-000
Volume 21,115 4,882 -16,233 -76.9% 22,531
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-163 121-132 120-311
R3 121-088 121-057 120-291
R2 121-013 121-013 120-284
R1 120-302 120-302 120-277 120-318
PP 120-258 120-258 120-258 120-266
S1 120-227 120-227 120-263 120-243
S2 120-183 120-183 120-256
S3 120-108 120-152 120-249
S4 120-033 120-077 120-229
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 122-110 122-033 120-258
R3 121-198 121-120 120-194
R2 120-285 120-285 120-173
R1 120-208 120-208 120-151 120-246
PP 120-053 120-053 120-053 120-072
S1 119-295 119-295 120-109 120-014
S2 119-140 119-140 120-087
S3 118-227 119-062 120-066
S4 117-315 118-150 120-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-027 120-045 0-302 0.8% 0-108 0.3% 74% False False 10,412
10 121-027 119-190 1-157 1.2% 0-081 0.2% 84% False False 7,542
20 121-027 118-182 2-165 2.1% 0-062 0.2% 90% False False 4,490
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-289
2.618 121-166
1.618 121-091
1.000 121-045
0.618 121-016
HIGH 120-290
0.618 120-261
0.500 120-253
0.382 120-244
LOW 120-215
0.618 120-169
1.000 120-140
1.618 120-094
2.618 120-019
4.250 119-216
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 120-264 120-251
PP 120-258 120-233
S1 120-253 120-214

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

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