ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 120-130 120-112 -0-018 0.0% 120-282
High 120-155 120-147 -0-008 0.0% 121-057
Low 120-085 120-005 -0-080 -0.2% 120-005
Close 120-135 120-037 -0-098 -0.3% 120-037
Range 0-070 0-142 0-072 102.9% 1-052
ATR 0-127 0-129 0-001 0.8% 0-000
Volume 576,294 777,828 201,534 35.0% 3,456,580
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-169 121-085 120-115
R3 121-027 120-263 120-076
R2 120-205 120-205 120-063
R1 120-121 120-121 120-050 120-092
PP 120-063 120-063 120-063 120-048
S1 119-299 119-299 120-024 119-270
S2 119-241 119-241 120-011
S3 119-099 119-157 119-318
S4 118-277 119-015 119-279
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-296 123-058 120-242
R3 122-244 122-006 120-139
R2 121-192 121-192 120-105
R1 120-274 120-274 120-071 120-207
PP 120-140 120-140 120-140 120-106
S1 119-222 119-222 120-003 119-155
S2 119-088 119-088 119-289
S3 118-036 118-170 119-255
S4 116-304 117-118 119-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-057 120-005 1-052 1.0% 0-127 0.3% 9% False True 691,316
10 121-167 120-005 1-162 1.3% 0-117 0.3% 7% False True 825,646
20 122-145 120-005 2-140 2.0% 0-133 0.3% 4% False True 445,505
40 122-145 118-182 3-282 3.2% 0-097 0.3% 40% False False 224,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-110
2.618 121-199
1.618 121-057
1.000 120-289
0.618 120-235
HIGH 120-147
0.618 120-093
0.500 120-076
0.382 120-059
LOW 120-005
0.618 119-237
1.000 119-183
1.618 119-095
2.618 118-273
4.250 118-042
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 120-076 120-098
PP 120-063 120-078
S1 120-050 120-058

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

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