ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 120-082 120-110 0-028 0.1% 119-305
High 120-125 120-232 0-107 0.3% 120-232
Low 120-022 120-090 0-068 0.2% 119-275
Close 120-112 120-215 0-103 0.3% 120-215
Range 0-103 0-142 0-039 37.9% 0-277
ATR 0-122 0-124 0-001 1.2% 0-000
Volume 736,905 809,231 72,326 9.8% 3,172,582
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-285 121-232 120-293
R3 121-143 121-090 120-254
R2 121-001 121-001 120-241
R1 120-268 120-268 120-228 120-294
PP 120-179 120-179 120-179 120-192
S1 120-126 120-126 120-202 120-152
S2 120-037 120-037 120-189
S3 119-215 119-304 120-176
S4 119-073 119-162 120-137
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 123-005 122-227 121-047
R3 122-048 121-270 120-291
R2 121-091 121-091 120-266
R1 120-313 120-313 120-240 121-042
PP 120-134 120-134 120-134 120-158
S1 120-036 120-036 120-190 120-085
S2 119-177 119-177 120-164
S3 118-220 119-079 120-139
S4 117-263 118-122 120-063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-232 119-275 0-277 0.7% 0-113 0.3% 94% True False 634,516
10 120-232 119-212 1-020 0.9% 0-132 0.3% 95% True False 723,023
20 120-232 118-050 2-182 2.1% 0-132 0.3% 98% True False 693,553
40 120-232 118-017 2-215 2.2% 0-121 0.3% 98% True False 606,831
60 120-232 117-302 2-250 2.3% 0-112 0.3% 98% True False 493,433
80 120-232 117-302 2-250 2.3% 0-102 0.3% 98% True False 370,480
100 120-245 117-302 2-262 2.3% 0-085 0.2% 97% False False 296,384
120 120-245 117-302 2-262 2.3% 0-070 0.2% 97% False False 246,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-196
2.618 121-284
1.618 121-142
1.000 121-054
0.618 121-000
HIGH 120-232
0.618 120-178
0.500 120-161
0.382 120-144
LOW 120-090
0.618 120-002
1.000 119-268
1.618 119-180
2.618 119-038
4.250 118-126
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 120-197 120-174
PP 120-179 120-134
S1 120-161 120-094

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

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