ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 120-155 120-317 0-162 0.4% 119-305
High 121-005 121-115 0-110 0.3% 120-232
Low 120-152 120-250 0-098 0.3% 119-275
Close 120-292 120-307 0-015 0.0% 120-215
Range 0-173 0-185 0-012 6.9% 0-277
ATR 0-128 0-132 0-004 3.1% 0-000
Volume 635,151 941,782 306,631 48.3% 3,172,582
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-246 122-141 121-089
R3 122-061 121-276 121-038
R2 121-196 121-196 121-021
R1 121-091 121-091 121-004 121-051
PP 121-011 121-011 121-011 120-310
S1 120-226 120-226 120-290 120-186
S2 120-146 120-146 120-273
S3 119-281 120-041 120-256
S4 119-096 119-176 120-205
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
5 121-115 120-022 1-093 1.1% 0-145 0.4% 69% True False 732,211
10 121-115 119-265 1-170 1.3% 0-128 0.3% 74% True False 672,111
20 121-115 118-180 2-255 2.3% 0-141 0.4% 86% True False 732,212
40 121-115 118-017 3-098 2.7% 0-122 0.3% 88% True False 600,590
60 121-115 117-302 3-133 2.8% 0-115 0.3% 88% True False 528,681
80 121-115 117-302 3-133 2.8% 0-105 0.3% 88% True False 396,915
100 121-115 117-302 3-133 2.8% 0-089 0.2% 88% True False 317,533
120 121-115 117-302 3-133 2.8% 0-074 0.2% 88% True False 264,611
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 0-034
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 123-261
2.618 122-279
1.618 122-094
1.000 121-300
0.618 121-229
HIGH 121-115
0.618 121-044
0.500 121-022
0.382 121-001
LOW 120-250
0.618 120-136
1.000 120-065
1.618 119-271
2.618 119-086
4.250 118-104
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 121-022 120-298
PP 121-011 120-290
S1 120-319 120-281

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

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