ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 120-260 120-227 -0-033 -0.1% 121-073
High 120-262 120-227 -0-035 -0.1% 121-073
Low 120-253 120-218 -0-035 -0.1% 120-205
Close 120-260 120-218 -0-042 -0.1% 120-293
Range 0-010 0-010 0-000 0.0% 0-188
ATR 0-061 0-060 -0-001 -2.2% 0-000
Volume 1,092 8,805 7,713 706.3% 15,106
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-251 120-244 120-223
R3 120-241 120-234 120-220
R2 120-231 120-231 120-219
R1 120-224 120-224 120-218 120-222
PP 120-221 120-221 120-221 120-220
S1 120-214 120-214 120-217 120-213
S2 120-211 120-211 120-216
S3 120-201 120-204 120-215
S4 120-191 120-194 120-212
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% 0-021 0.1% 14% False False 4,558
10 121-078 120-205 0-193 0.5% 0-019 0.1% 6% False False 3,364
20 121-078 119-180 1-218 1.4% 0-010 0.0% 67% False False 1,930
40 121-078 119-035 2-042 1.8% 0-005 0.0% 74% False False 965
60 121-082 119-035 2-047 1.8% 0-003 0.0% 73% False False 643
80 121-082 117-067 4-015 3.4% 0-002 0.0% 86% False False 482
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 0-001
Fibonacci Retracements and Extensions
4.250 120-270
2.618 120-254
1.618 120-244
1.000 120-237
0.618 120-234
HIGH 120-227
0.618 120-224
0.500 120-222
0.382 120-221
LOW 120-218
0.618 120-211
1.000 120-208
1.618 120-201
2.618 120-191
4.250 120-175
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 120-222 120-255
PP 120-221 120-243
S1 120-219 120-230

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

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