ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 119-205 119-180 -0-025 -0.1% 120-057
High 119-275 120-060 0-105 0.3% 120-130
Low 119-170 119-112 -0-058 -0.2% 119-172
Close 119-185 120-015 0-150 0.4% 119-202
Range 0-105 0-268 0-163 155.2% 0-278
ATR 0-124 0-134 0-010 8.3% 0-000
Volume 564,418 885,811 321,393 56.9% 2,866,110
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-120 122-015 120-162
R3 121-172 121-067 120-089
R2 120-224 120-224 120-064
R1 120-119 120-119 120-040 120-172
PP 119-276 119-276 119-276 119-302
S1 119-171 119-171 119-310 119-224
S2 119-008 119-008 119-286
S3 118-060 118-223 119-261
S4 117-112 117-275 119-188
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-149 121-293 120-035
R3 121-191 121-015 119-278
R2 120-233 120-233 119-253
R1 120-057 120-057 119-227 120-006
PP 119-275 119-275 119-275 119-249
S1 119-099 119-099 119-177 119-048
S2 118-317 118-317 119-151
S3 118-039 118-141 119-126
S4 117-081 117-183 119-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-097 119-112 0-305 0.8% 0-150 0.4% 73% False True 633,985
10 120-155 119-112 1-043 0.9% 0-132 0.3% 61% False True 604,716
20 121-167 119-112 2-055 1.8% 0-127 0.3% 32% False True 660,895
40 122-145 119-112 3-033 2.6% 0-117 0.3% 22% False True 342,184
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 0-028
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 123-239
2.618 122-122
1.618 121-174
1.000 121-008
0.618 120-226
HIGH 120-060
0.618 119-278
0.500 119-246
0.382 119-214
LOW 119-112
0.618 118-266
1.000 118-164
1.618 117-318
2.618 117-050
4.250 115-253
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 119-305 119-305
PP 119-276 119-276
S1 119-246 119-246

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

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