ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 119-250 119-293 0-042 0.1% 119-233
High 119-250 119-293 0-042 0.1% 119-282
Low 119-250 119-293 0-042 0.1% 119-180
Close 119-250 119-293 0-042 0.1% 119-250
Range
ATR 0-067 0-065 -0-002 -2.6% 0-000
Volume
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 119-293 119-293 119-293
R3 119-293 119-293 119-293
R2 119-293 119-293 119-293
R1 119-293 119-293 119-293 119-293
PP 119-293 119-293 119-293 119-293
S1 119-293 119-293 119-293 119-293
S2 119-293 119-293 119-293
S3 119-293 119-293 119-293
S4 119-293 119-293 119-293
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-225 120-180 119-306
R3 120-122 120-078 119-278
R2 120-020 120-020 119-269
R1 119-295 119-295 119-259 119-318
PP 119-238 119-238 119-238 119-249
S1 119-193 119-193 119-241 119-215
S2 119-135 119-135 119-231
S3 119-033 119-090 119-222
S4 118-250 118-308 119-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-293 119-180 0-113 0.3% 0-000 0.0% 100% True False
10 119-305 119-035 0-270 0.7% 0-000 0.0% 95% False False
20 120-165 119-035 1-130 1.2% 0-000 0.0% 57% False False
40 121-082 119-035 2-047 1.8% 0-000 0.0% 37% False False
60 121-082 117-070 4-012 3.4% 0-000 0.0% 67% False False
80 121-082 117-067 4-015 3.4% 0-000 0.0% 67% False 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
4.250 119-293
2.618 119-293
1.618 119-293
1.000 119-293
0.618 119-293
HIGH 119-293
0.618 119-293
0.500 119-293
0.382 119-293
LOW 119-293
0.618 119-293
1.000 119-293
1.618 119-293
2.618 119-293
4.250 119-293
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 119-293 119-285
PP 119-293 119-278
S1 119-293 119-271

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

View Archives - Comment on this page... - Back to Index of Symbols