ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 121-033 120-293 -0-060 -0.2% 120-318
High 121-100 121-070 -0-030 -0.1% 122-145
Low 120-238 120-253 0-015 0.0% 120-318
Close 120-280 121-035 0-075 0.2% 121-062
Range 0-182 0-138 -0-045 -24.7% 1-147
ATR 0-122 0-123 0-001 0.9% 0-000
Volume 110,572 108,657 -1,915 -1.7% 195,883
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-105 122-048 121-111
R3 121-288 121-230 121-073
R2 121-150 121-150 121-060
R1 121-093 121-093 121-048 121-121
PP 121-013 121-013 121-013 121-027
S1 120-275 120-275 121-022 120-304
S2 120-195 120-195 121-010
S3 120-058 120-138 120-317
S4 119-240 120-000 120-279
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
5 122-145 120-238 1-227 1.4% 0-176 0.5% 21% False False 72,023
10 122-145 120-202 1-262 1.5% 0-143 0.4% 26% False False 49,878
20 122-145 119-190 2-275 2.4% 0-111 0.3% 53% False False 28,853
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-014
2.618 122-110
1.618 121-292
1.000 121-208
0.618 121-155
HIGH 121-070
0.618 121-017
0.500 121-001
0.382 120-305
LOW 120-253
0.618 120-168
1.000 120-115
1.618 120-030
2.618 119-213
4.250 118-308
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 121-024 121-026
PP 121-013 121-018
S1 121-001 121-009

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

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