ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 120-080 120-120 0-040 0.1% 119-087
High 120-080 120-120 0-040 0.1% 119-300
Low 120-080 120-120 0-040 0.1% 119-087
Close 120-080 120-120 0-040 0.1% 119-300
Range
ATR 0-061 0-060 -0-002 -2.5% 0-000
Volume
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 120-120 120-120 120-120
R3 120-120 120-120 120-120
R2 120-120 120-120 120-120
R1 120-120 120-120 120-120 120-120
PP 120-120 120-120 120-120 120-120
S1 120-120 120-120 120-120 120-120
S2 120-120 120-120 120-120
S3 120-120 120-120 120-120
S4 120-120 120-120 120-120
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
5 120-120 119-215 0-225 0.6% 0-000 0.0% 100% True False
10 120-120 119-070 1-050 1.0% 0-000 0.0% 100% True False
20 120-120 118-090 2-030 1.7% 0-000 0.0% 100% True False
40 120-120 117-067 3-053 2.6% 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
4.250 120-120
2.618 120-120
1.618 120-120
1.000 120-120
0.618 120-120
HIGH 120-120
0.618 120-120
0.500 120-120
0.382 120-120
LOW 120-120
0.618 120-120
1.000 120-120
1.618 120-120
2.618 120-120
4.250 120-120
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 120-120 120-111
PP 120-120 120-102
S1 120-120 120-094

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

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