ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 120-282 121-007 0-045 0.1% 121-005
High 121-017 121-057 0-040 0.1% 121-167
Low 120-250 120-150 -0-100 -0.3% 120-230
Close 120-315 120-155 -0-160 -0.4% 120-282
Range 0-087 0-227 0-140 160.9% 0-257
ATR 0-127 0-134 0-007 5.7% 0-000
Volume 732,932 686,053 -46,879 -6.4% 4,799,884
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-268 122-119 120-280
R3 122-041 121-212 120-217
R2 121-134 121-134 120-197
R1 120-305 120-305 120-176 120-266
PP 120-227 120-227 120-227 120-208
S1 120-078 120-078 120-134 120-039
S2 120-000 120-000 120-113
S3 119-093 119-171 120-093
S4 118-186 118-264 120-030
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
5 121-167 120-150 1-017 0.9% 0-124 0.3% 1% False True 908,416
10 121-167 120-150 1-017 0.9% 0-131 0.3% 1% False True 659,784
20 122-145 120-080 2-065 1.8% 0-136 0.4% 11% False False 345,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 124-062
2.618 123-011
1.618 122-104
1.000 121-284
0.618 121-197
HIGH 121-057
0.618 120-290
0.500 120-264
0.382 120-237
LOW 120-150
0.618 120-010
1.000 119-243
1.618 119-103
2.618 118-196
4.250 117-145
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 120-264 120-264
PP 120-227 120-227
S1 120-191 120-191

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

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