ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 121-078 121-005 -0-073 -0.2% 121-042
High 121-102 121-005 -0-098 -0.3% 121-102
Low 120-282 120-245 -0-038 -0.1% 120-238
Close 121-007 120-298 -0-030 -0.1% 121-007
Range 0-140 0-080 -0-060 -42.9% 0-185
ATR 0-124 0-121 -0-003 -2.4% 0-000
Volume 159,747 518,180 358,433 224.4% 434,174
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-209 121-173 121-022
R3 121-129 121-093 121-000
R2 121-049 121-049 120-312
R1 121-013 121-013 120-305 120-311
PP 120-289 120-289 120-289 120-278
S1 120-253 120-253 120-290 120-231
S2 120-209 120-209 120-283
S3 120-129 120-173 120-276
S4 120-049 120-093 120-254
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
5 121-102 120-238 0-185 0.5% 0-127 0.3% 32% False False 190,470
10 122-145 120-238 1-227 1.4% 0-145 0.4% 11% False False 114,823
20 122-145 119-218 2-247 2.3% 0-115 0.3% 45% False False 61,995
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 0-027
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 122-025
2.618 121-214
1.618 121-134
1.000 121-085
0.618 121-054
HIGH 121-005
0.618 120-294
0.500 120-285
0.382 120-276
LOW 120-245
0.618 120-196
1.000 120-165
1.618 120-116
2.618 120-036
4.250 119-225
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 120-293 121-014
PP 120-289 121-002
S1 120-285 120-310

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

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