ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 121-162 121-160 -0-002 0.0% 120-130
High 121-193 121-175 -0-018 0.0% 121-027
Low 121-095 121-042 -0-053 -0.1% 120-045
Close 121-127 121-150 0-023 0.1% 120-262
Range 0-098 0-133 0-035 35.9% 0-302
ATR 0-095 0-097 0-003 2.9% 0-000
Volume 59,237 28,646 -30,591 -51.6% 69,149
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-200 122-148 121-223
R3 122-068 122-015 121-186
R2 121-255 121-255 121-174
R1 121-203 121-203 121-162 121-163
PP 121-123 121-123 121-123 121-103
S1 121-070 121-070 121-138 121-030
S2 120-310 120-310 121-126
S3 120-177 120-257 121-114
S4 120-045 120-125 121-077
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
5 121-193 120-202 0-310 0.8% 0-111 0.3% 86% False False 27,734
10 121-193 119-305 1-208 1.4% 0-106 0.3% 92% False False 19,015
20 121-193 119-030 2-162 2.1% 0-081 0.2% 95% False False 11,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 123-098
2.618 122-202
1.618 122-069
1.000 121-308
0.618 121-257
HIGH 121-175
0.618 121-124
0.500 121-109
0.382 121-093
LOW 121-042
0.618 120-281
1.000 120-230
1.618 120-148
2.618 120-016
4.250 119-119
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 121-136 121-132
PP 121-123 121-113
S1 121-109 121-095

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

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