ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 120-162 120-130 -0-032 -0.1% 121-005
High 120-192 120-155 -0-037 -0.1% 121-167
Low 120-085 120-085 0-000 0.0% 120-230
Close 120-112 120-135 0-023 0.1% 120-282
Range 0-107 0-070 -0-037 -34.6% 0-257
ATR 0-132 0-127 -0-004 -3.4% 0-000
Volume 683,473 576,294 -107,179 -15.7% 4,799,884
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-015 120-305 120-174
R3 120-265 120-235 120-154
R2 120-195 120-195 120-148
R1 120-165 120-165 120-141 120-180
PP 120-125 120-125 120-125 120-132
S1 120-095 120-095 120-129 120-110
S2 120-055 120-055 120-122
S3 119-305 120-025 120-116
S4 119-235 119-275 120-096
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
5 121-057 120-085 0-292 0.8% 0-098 0.3% 17% False True 683,291
10 121-167 120-085 1-082 1.0% 0-116 0.3% 12% False True 763,838
20 122-145 120-085 2-060 1.8% 0-130 0.3% 7% False True 406,858
40 122-145 118-120 4-025 3.4% 0-095 0.2% 50% False False 205,567
Crabel Price Patterns
NR True
NR4 True
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 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-132
2.618 121-018
1.618 120-268
1.000 120-225
0.618 120-198
HIGH 120-155
0.618 120-128
0.500 120-120
0.382 120-112
LOW 120-085
0.618 120-042
1.000 120-015
1.618 119-292
2.618 119-222
4.250 119-108
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 120-130 120-231
PP 120-125 120-199
S1 120-120 120-167

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

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