ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 120-318 121-162 0-165 0.4% 120-130
High 121-122 121-193 0-070 0.2% 121-027
Low 120-318 121-095 0-098 0.3% 120-045
Close 121-122 121-127 0-005 0.0% 120-262
Range 0-125 0-098 -0-027 -22.0% 0-302
ATR 0-094 0-095 0-000 0.2% 0-000
Volume 22,311 59,237 36,926 165.5% 69,149
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-111 122-057 121-181
R3 122-013 121-279 121-154
R2 121-236 121-236 121-145
R1 121-182 121-182 121-136 121-160
PP 121-138 121-138 121-138 121-128
S1 121-084 121-084 121-119 121-062
S2 121-041 121-041 121-110
S3 120-263 120-307 121-101
S4 120-166 120-209 121-074
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-166 123-037 121-109
R3 122-183 122-054 121-026
R2 121-201 121-201 120-318
R1 121-072 121-072 120-290 121-136
PP 120-218 120-218 120-218 120-251
S1 120-089 120-089 120-235 120-154
S2 119-236 119-236 120-207
S3 118-253 119-107 120-179
S4 117-271 118-124 120-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-193 120-190 1-002 0.8% 0-115 0.3% 80% True False 26,228
10 121-193 119-230 1-282 1.6% 0-099 0.3% 89% True False 16,452
20 121-193 119-030 2-162 2.1% 0-075 0.2% 92% True False 9,726
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-287
2.618 122-128
1.618 122-030
1.000 121-290
0.618 121-253
HIGH 121-193
0.618 121-155
0.500 121-144
0.382 121-132
LOW 121-095
0.618 121-035
1.000 120-318
1.618 120-257
2.618 120-160
4.250 120-001
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 121-144 121-097
PP 121-138 121-067
S1 121-133 121-038

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

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