ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 120-293 120-260 -0-033 -0.1% 121-073
High 120-293 120-262 -0-030 -0.1% 121-073
Low 120-287 120-253 -0-035 -0.1% 120-205
Close 120-293 120-260 -0-033 -0.1% 120-293
Range 0-005 0-010 0-005 98.7% 0-188
ATR 0-063 0-061 -0-002 -2.6% 0-000
Volume 3,929 1,092 -2,837 -72.2% 15,106
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-288 120-284 120-265
R3 120-278 120-274 120-263
R2 120-268 120-268 120-262
R1 120-264 120-264 120-261 120-265
PP 120-258 120-258 120-258 120-259
S1 120-254 120-254 120-259 120-255
S2 120-248 120-248 120-258
S3 120-238 120-244 120-257
S4 120-228 120-234 120-255
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
5 120-293 120-205 0-088 0.2% 0-020 0.1% 63% False False 3,188
10 121-078 120-205 0-193 0.5% 0-019 0.0% 29% False False 2,966
20 121-078 119-180 1-218 1.4% 0-009 0.0% 74% False False 1,490
40 121-078 119-035 2-042 1.8% 0-005 0.0% 80% False False 745
60 121-082 119-035 2-047 1.8% 0-003 0.0% 79% False False 496
80 121-082 117-067 4-015 3.3% 0-002 0.0% 89% False False 372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-305
2.618 120-289
1.618 120-279
1.000 120-272
0.618 120-269
HIGH 120-262
0.618 120-259
0.500 120-258
0.382 120-256
LOW 120-253
0.618 120-246
1.000 120-243
1.618 120-236
2.618 120-226
4.250 120-210
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 120-259 120-256
PP 120-258 120-253
S1 120-258 120-249

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

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