ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 121-050 121-025 -0-025 -0.1% 121-042
High 121-167 121-150 -0-017 0.0% 121-102
Low 121-007 121-002 -0-005 0.0% 120-238
Close 121-027 121-125 0-098 0.3% 121-007
Range 0-160 0-148 -0-012 -7.5% 0-185
ATR 0-126 0-127 0-002 1.3% 0-000
Volume 1,208,779 1,176,609 -32,170 -2.7% 434,174
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-216 122-159 121-206
R3 122-068 122-011 121-166
R2 121-240 121-240 121-152
R1 121-183 121-183 121-139 121-212
PP 121-092 121-092 121-092 121-107
S1 121-035 121-035 121-111 121-064
S2 120-264 120-264 121-098
S3 120-116 120-207 121-084
S4 119-288 120-059 121-044
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
5 121-167 120-230 0-257 0.7% 0-135 0.3% 84% False False 844,384
10 122-145 120-230 1-235 1.4% 0-155 0.4% 39% False False 458,204
20 122-145 119-305 2-160 2.1% 0-130 0.3% 58% False False 238,609
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 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-139
2.618 122-217
1.618 122-069
1.000 121-298
0.618 121-241
HIGH 121-150
0.618 121-093
0.500 121-076
0.382 121-059
LOW 121-002
0.618 120-231
1.000 120-174
1.618 120-083
2.618 119-255
4.250 119-013
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 121-109 121-096
PP 121-092 121-067
S1 121-076 121-039

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

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