ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 121-187 121-042 -0-145 -0.4% 120-318
High 121-220 121-080 -0-140 -0.4% 122-145
Low 121-035 120-305 -0-050 -0.1% 120-318
Close 121-062 121-040 -0-022 -0.1% 121-062
Range 0-185 0-095 -0-090 -48.6% 1-147
ATR 0-119 0-117 -0-002 -1.4% 0-000
Volume 34,970 55,198 20,228 57.8% 195,883
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-000 121-275 121-092
R3 121-225 121-180 121-066
R2 121-130 121-130 121-057
R1 121-085 121-085 121-049 121-060
PP 121-035 121-035 121-035 121-022
S1 120-310 120-310 121-031 120-285
S2 120-260 120-260 121-023
S3 120-165 120-215 121-014
S4 120-070 120-120 120-308
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
5 122-145 120-305 1-160 1.2% 0-158 0.4% 11% False True 45,754
10 122-145 120-080 2-065 1.8% 0-141 0.4% 40% False False 31,177
20 122-145 119-190 2-275 2.4% 0-099 0.3% 54% False False 18,057
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-164
2.618 122-009
1.618 121-234
1.000 121-175
0.618 121-139
HIGH 121-080
0.618 121-044
0.500 121-032
0.382 121-021
LOW 120-305
0.618 120-246
1.000 120-210
1.618 120-151
2.618 120-056
4.250 119-221
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 121-037 121-225
PP 121-035 121-163
S1 121-032 121-102

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

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