ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 120-315 121-062 0-067 0.2% 119-293
High 121-002 121-078 0-075 0.2% 120-233
Low 120-270 121-062 0-112 0.3% 119-293
Close 120-300 121-078 0-098 0.3% 120-190
Range 0-052 0-015 -0-037 -71.4% 0-260
ATR 0-066 0-068 0-002 3.5% 0-000
Volume 5,442 3,082 -2,360 -43.4% 0
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-118 121-113 121-086
R3 121-103 121-098 121-082
R2 121-088 121-088 121-080
R1 121-083 121-083 121-079 121-085
PP 121-073 121-073 121-073 121-074
S1 121-067 121-067 121-076 121-070
S2 121-057 121-057 121-075
S3 121-042 121-052 121-073
S4 121-027 121-037 121-069
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-272 122-171 121-013
R3 122-012 121-231 120-262
R2 121-072 121-072 120-238
R1 120-291 120-291 120-214 121-021
PP 120-132 120-132 120-132 120-157
S1 120-031 120-031 120-166 120-081
S2 119-192 119-192 120-142
S3 118-252 119-091 120-119
S4 117-312 118-151 120-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-078 120-190 0-207 0.5% 0-014 0.0% 100% True False 2,697
10 121-078 119-250 1-147 1.2% 0-007 0.0% 100% True False 1,348
20 121-078 119-035 2-042 1.8% 0-003 0.0% 100% True False 674
40 121-082 119-035 2-047 1.8% 0-002 0.0% 99% False False 337
60 121-082 118-238 2-165 2.1% 0-001 0.0% 99% False False 224
80 121-082 117-067 4-015 3.3% 0-001 0.0% 100% False False 168
Crabel Price Patterns
NR True
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-141
2.618 121-117
1.618 121-102
1.000 121-093
0.618 121-087
HIGH 121-078
0.618 121-072
0.500 121-070
0.382 121-068
LOW 121-062
0.618 121-053
1.000 121-047
1.618 121-038
2.618 121-023
4.250 120-319
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 121-075 121-056
PP 121-073 121-035
S1 121-070 121-014

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

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