ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 120-247 120-293 0-045 0.1% 121-073
High 120-247 120-293 0-045 0.1% 121-073
Low 120-205 120-287 0-082 0.2% 120-205
Close 120-240 120-293 0-053 0.1% 120-293
Range 0-042 0-005 -0-037 -88.2% 0-188
ATR 0-064 0-063 -0-001 -1.3% 0-000
Volume 8,398 3,929 -4,469 -53.2% 15,106
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-306 120-304 120-295
R3 120-301 120-299 120-294
R2 120-296 120-296 120-293
R1 120-294 120-294 120-293 120-295
PP 120-291 120-291 120-291 120-291
S1 120-289 120-289 120-292 120-290
S2 120-286 120-286 120-292
S3 120-281 120-284 120-291
S4 120-276 120-279 120-290
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-219 122-123 121-076
R3 122-032 121-256 121-024
R2 121-164 121-164 121-007
R1 121-068 121-068 120-310 121-023
PP 120-297 120-297 120-297 120-274
S1 120-201 120-201 120-275 120-155
S2 120-109 120-109 120-258
S3 119-242 120-013 120-241
S4 119-054 119-146 120-189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-073 120-205 0-188 0.5% 0-022 0.1% 47% False False 3,021
10 121-078 120-205 0-193 0.5% 0-018 0.0% 45% False False 2,871
20 121-078 119-180 1-218 1.4% 0-009 0.0% 80% False False 1,435
40 121-078 119-035 2-042 1.8% 0-004 0.0% 85% False False 717
60 121-082 119-035 2-047 1.8% 0-003 0.0% 84% False False 478
80 121-082 117-067 4-015 3.3% 0-002 0.0% 92% False False 358
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 3 trading days
Fibonacci Retracements and Extensions
4.250 120-314
2.618 120-306
1.618 120-301
1.000 120-298
0.618 120-296
HIGH 120-293
0.618 120-291
0.500 120-290
0.382 120-289
LOW 120-287
0.618 120-284
1.000 120-282
1.618 120-279
2.618 120-274
4.250 120-266
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 120-292 120-278
PP 120-291 120-263
S1 120-290 120-249

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

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