ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 121-080 120-282 -0-118 -0.3% 121-005
High 120-282 121-017 0-055 0.1% 121-167
Low 120-282 120-250 -0-032 -0.1% 120-230
Close 120-282 120-315 0-033 0.1% 120-282
Range 0-000 0-087 0-087 0-257
ATR 0-130 0-127 -0-003 -2.4% 0-000
Volume 737,707 732,932 -4,775 -0.6% 4,799,884
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 121-242 121-205 121-043
R3 121-155 121-118 121-019
R2 121-068 121-068 121-011
R1 121-031 121-031 121-003 121-050
PP 120-301 120-301 120-301 120-310
S1 120-264 120-264 120-307 120-282
S2 120-214 120-214 120-299
S3 120-127 120-177 120-291
S4 120-040 120-090 120-267
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-144 122-310 121-103
R3 122-207 122-053 121-033
R2 121-270 121-270 121-009
R1 121-116 121-116 120-306 121-064
PP 121-013 121-013 121-013 120-307
S1 120-179 120-179 120-258 120-128
S2 120-076 120-076 120-235
S3 119-139 119-242 120-211
S4 118-202 118-305 120-141
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% 0-108 0.3% 33% False False 1,002,927
10 121-167 120-230 0-257 0.7% 0-118 0.3% 33% False False 596,699
20 122-145 120-045 2-100 1.9% 0-129 0.3% 36% False False 311,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-067
2.618 121-245
1.618 121-158
1.000 121-104
0.618 121-071
HIGH 121-017
0.618 120-304
0.500 120-294
0.382 120-283
LOW 120-250
0.618 120-196
1.000 120-163
1.618 120-109
2.618 120-022
4.250 119-200
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 120-308 121-040
PP 120-301 121-025
S1 120-294 121-010

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

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