ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 121-165 121-145 -0-020 -0.1% 121-045
High 121-187 121-155 -0-032 -0.1% 121-192
Low 121-112 121-057 -0-055 -0.1% 121-010
Close 121-157 121-065 -0-092 -0.2% 121-152
Range 0-075 0-098 0-023 30.7% 0-182
ATR 0-110 0-109 -0-001 -0.6% 0-000
Volume 413,450 466,387 52,937 12.8% 2,182,079
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-066 122-004 121-119
R3 121-288 121-226 121-092
R2 121-190 121-190 121-083
R1 121-128 121-128 121-074 121-110
PP 121-092 121-092 121-092 121-084
S1 121-030 121-030 121-056 121-012
S2 120-314 120-314 121-047
S3 120-216 120-252 121-038
S4 120-118 120-154 121-011
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% 0-090 0.2% 15% False False 433,881
10 121-192 120-227 0-285 0.7% 0-090 0.2% 55% False False 531,570
20 121-192 119-112 2-080 1.9% 0-111 0.3% 82% False False 526,529
40 121-192 119-112 2-080 1.9% 0-117 0.3% 82% False False 561,601
60 122-145 119-112 3-033 2.6% 0-110 0.3% 60% False False 379,506
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-252
2.618 122-092
1.618 121-314
1.000 121-253
0.618 121-216
HIGH 121-155
0.618 121-118
0.500 121-106
0.382 121-094
LOW 121-057
0.618 120-316
1.000 120-279
1.618 120-218
2.618 120-120
4.250 119-280
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 121-106 121-122
PP 121-092 121-103
S1 121-079 121-084

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

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