ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 121-210 121-187 -0-023 -0.1% 120-318
High 122-145 121-220 -0-245 -0.6% 122-145
Low 121-187 121-035 -0-152 -0.4% 120-318
Close 121-233 121-062 -0-170 -0.4% 121-062
Range 0-278 0-185 -0-093 -33.3% 1-147
ATR 0-113 0-119 0-006 5.4% 0-000
Volume 50,719 34,970 -15,749 -31.1% 195,883
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-021 122-227 121-164
R3 122-156 122-042 121-113
R2 121-291 121-291 121-096
R1 121-177 121-177 121-079 121-141
PP 121-106 121-106 121-106 121-088
S1 120-312 120-312 121-046 120-276
S2 120-241 120-241 121-029
S3 120-056 120-127 121-012
S4 119-191 119-262 120-281
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 125-297 125-007 122-000
R3 124-150 123-180 121-191
R2 123-002 123-002 121-148
R1 122-032 122-032 121-105 122-177
PP 121-175 121-175 121-175 121-247
S1 120-205 120-205 121-020 121-030
S2 120-028 120-028 120-297
S3 118-200 119-058 120-254
S4 117-053 117-230 120-125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-145 120-318 1-147 1.2% 0-164 0.4% 14% False False 39,176
10 122-145 120-045 2-100 1.9% 0-140 0.4% 46% False False 26,503
20 122-145 119-190 2-275 2.4% 0-098 0.3% 56% False False 15,316
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-046
2.618 123-064
1.618 122-199
1.000 122-085
0.618 122-014
HIGH 121-220
0.618 121-149
0.500 121-128
0.382 121-106
LOW 121-035
0.618 120-241
1.000 120-170
1.618 120-056
2.618 119-191
4.250 118-209
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 121-128 121-250
PP 121-106 121-187
S1 121-084 121-125

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

View Archives - Comment on this page... - Back to Index of Symbols