ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 06-Jan-2016

Day Change Summary
	Previous	Current
	05-Jan-2016	06-Jan-2016	Change	Change %	Previous Week
Open	118-150	118-192	0-042	0.1%	118-150
High	118-212	118-307	0-095	0.3%	118-192
Low	118-122	118-180	0-058	0.2%	118-017
Close	118-175	118-297	0-122	0.3%	118-102
Range	0-090	0-127	0-037	41.1%	0-175
ATR	0-099	0-102	0-002	2.4%	0-000
Volume	510,221	587,233	77,012	15.1%	1,278,343

Daily Pivots for day following 06-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-002	119-277	119-047
R3	119-195	119-150	119-012
R2	119-068	119-068	119-000
R1	119-023	119-023	118-309	119-046
PP	118-261	118-261	118-261	118-273
S1	118-216	118-216	118-285	118-238
S2	118-134	118-134	118-274
S3	118-007	118-089	118-262
S4	117-200	117-282	118-227

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-309	119-220	118-198
R3	119-134	119-045	118-150
R2	118-279	118-279	118-134
R1	118-190	118-190	118-118	118-147
PP	118-104	118-104	118-104	118-082
S1	118-015	118-015	118-086	117-292
S2	117-249	117-249	118-070
S3	117-074	117-160	118-054
S4	116-219	116-305	118-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-307	118-017	0-290	0.8%	0-098	0.3%	97%	True	False	467,245
10	118-307	118-017	0-290	0.8%	0-087	0.2%	97%	True	False	361,752
20	119-110	118-017	1-093	1.1%	0-102	0.3%	68%	False	False	472,441
40	119-110	117-302	1-128	1.2%	0-098	0.3%	70%	False	False	441,597
60	120-227	117-302	2-245	2.3%	0-095	0.2%	36%	False	False	294,937
80	120-245	117-302	2-262	2.4%	0-078	0.2%	35%	False	False	221,203
100	120-245	117-302	2-262	2.4%	0-062	0.2%	35%	False	False	176,963
120	120-245	117-302	2-262	2.4%	0-052	0.1%	35%	False	False	147,469

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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-207
2.618	119-319
1.618	119-192
1.000	119-114
0.618	119-065
HIGH	118-307
0.618	118-258
0.500	118-244
0.382	118-229
LOW	118-180
0.618	118-102
1.000	118-053
1.618	117-295
2.618	117-168
4.250	116-280

Fisher Pivots for day following 06-Jan-2016
Pivot	1 day	3 day
R1	118-279	118-263
PP	118-261	118-230
S1	118-244	118-196

Download as Excel Spreadsheet

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

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