ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 121-177 121-165 -0-012 0.0% 121-045
High 121-187 121-187 0-000 0.0% 121-192
Low 121-117 121-112 -0-005 0.0% 121-010
Close 121-152 121-157 0-005 0.0% 121-152
Range 0-070 0-075 0-005 7.1% 0-182
ATR 0-112 0-110 -0-003 -2.4% 0-000
Volume 375,899 413,450 37,551 10.0% 2,182,079
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-057 122-022 121-198
R3 121-302 121-267 121-178
R2 121-227 121-227 121-171
R1 121-192 121-192 121-164 121-172
PP 121-152 121-152 121-152 121-142
S1 121-117 121-117 121-150 121-097
S2 121-077 121-077 121-143
S3 121-002 121-042 121-136
S4 120-247 120-287 121-116
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 123-024 122-270 121-252
R3 122-162 122-088 121-202
R2 121-300 121-300 121-185
R1 121-226 121-226 121-169 121-263
PP 121-118 121-118 121-118 121-136
S1 121-044 121-044 121-135 121-081
S2 120-256 120-256 121-119
S3 120-074 120-182 121-102
S4 119-212 120-000 121-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-192 121-042 0-150 0.4% 0-085 0.2% 77% False False 438,878
10 121-192 120-080 1-112 1.1% 0-099 0.3% 92% False False 559,578
20 121-192 119-112 2-080 1.9% 0-109 0.3% 95% False False 522,045
40 121-220 119-112 2-108 1.9% 0-119 0.3% 92% False False 550,815
60 122-145 119-107 3-038 2.6% 0-109 0.3% 69% False False 371,766
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-186
2.618 122-063
1.618 121-308
1.000 121-262
0.618 121-233
HIGH 121-187
0.618 121-158
0.500 121-150
0.382 121-141
LOW 121-112
0.618 121-066
1.000 121-037
1.618 120-311
2.618 120-236
4.250 120-113
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 121-154 121-148
PP 121-152 121-138
S1 121-150 121-128

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

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