ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 120-293 121-078 0-105 0.3% 121-042
High 121-070 121-102 0-032 0.1% 121-102
Low 120-253 120-282 0-030 0.1% 120-238
Close 121-035 121-007 -0-028 -0.1% 121-007
Range 0-138 0-140 0-002 1.8% 0-185
ATR 0-123 0-124 0-001 1.0% 0-000
Volume 108,657 159,747 51,090 47.0% 434,174
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-124 122-046 121-084
R3 121-304 121-226 121-046
R2 121-164 121-164 121-033
R1 121-086 121-086 121-020 121-055
PP 121-024 121-024 121-024 121-009
S1 120-266 120-266 120-315 120-235
S2 120-204 120-204 120-302
S3 120-064 120-126 120-289
S4 119-244 119-306 120-250
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-244 122-151 121-109
R3 122-059 121-286 121-058
R2 121-194 121-194 121-041
R1 121-101 121-101 121-024 121-055
PP 121-009 121-009 121-009 120-306
S1 120-236 120-236 120-311 120-190
S2 120-144 120-144 120-294
S3 119-279 120-051 120-277
S4 119-094 119-186 120-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-220 120-238 0-302 0.8% 0-148 0.4% 30% False False 93,828
10 122-145 120-202 1-262 1.5% 0-150 0.4% 21% False False 65,365
20 122-145 119-190 2-275 2.4% 0-115 0.3% 50% False False 36,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-057
2.618 122-149
1.618 122-009
1.000 121-242
0.618 121-189
HIGH 121-102
0.618 121-049
0.500 121-032
0.382 121-016
LOW 120-282
0.618 120-196
1.000 120-142
1.618 120-056
2.618 119-236
4.250 119-007
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 121-032 121-010
PP 121-024 121-009
S1 121-016 121-008

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

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