ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 119-215 120-067 0-172 0.5% 119-087
High 119-215 120-067 0-172 0.5% 119-300
Low 119-215 120-067 0-172 0.5% 119-087
Close 119-215 120-067 0-172 0.5% 119-300
Range
ATR 0-057 0-065 0-008 14.6% 0-000
Volume
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 120-067 120-067 120-067
R3 120-067 120-067 120-067
R2 120-067 120-067 120-067
R1 120-067 120-067 120-067 120-067
PP 120-067 120-067 120-067 120-067
S1 120-067 120-067 120-067 120-067
S2 120-067 120-067 120-067
S3 120-067 120-067 120-067
S4 120-067 120-067 120-067
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-227 121-156 120-097
R3 121-014 120-263 120-038
R2 120-122 120-122 120-019
R1 120-051 120-051 119-319 120-086
PP 119-229 119-229 119-229 119-247
S1 119-158 119-158 119-281 119-194
S2 119-017 119-017 119-261
S3 118-124 118-266 119-242
S4 117-232 118-053 119-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-067 119-147 0-240 0.6% 0-000 0.0% 100% True False
10 120-067 119-070 0-317 0.8% 0-000 0.0% 100% True False
20 120-067 117-210 2-177 2.1% 0-000 0.0% 100% True False
40 120-067 117-067 3-000 2.5% 0-000 0.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 120-067
2.618 120-067
1.618 120-067
1.000 120-067
0.618 120-067
HIGH 120-067
0.618 120-067
0.500 120-067
0.382 120-067
LOW 120-067
0.618 120-067
1.000 120-067
1.618 120-067
2.618 120-067
4.250 120-067
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 120-067 120-039
PP 120-067 120-010
S1 120-067 119-301

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

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