ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 121-017 121-155 0-138 0.4% 120-215
High 121-180 121-252 0-072 0.2% 121-115
Low 120-297 121-142 0-165 0.4% 120-127
Close 121-177 121-170 -0-007 0.0% 121-012
Range 0-203 0-110 -0-093 -45.8% 0-308
ATR 0-137 0-136 -0-002 -1.4% 0-000
Volume 789,957 979,483 189,526 24.0% 3,821,985
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-198 122-134 121-230
R3 122-088 122-024 121-200
R2 121-298 121-298 121-190
R1 121-234 121-234 121-180 121-266
PP 121-188 121-188 121-188 121-204
S1 121-124 121-124 121-160 121-156
S2 121-078 121-078 121-150
S3 120-288 121-014 121-140
S4 120-178 120-224 121-110
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-262 123-125 121-181
R3 122-274 122-137 121-097
R2 121-286 121-286 121-068
R1 121-149 121-149 121-040 121-218
PP 120-298 120-298 120-298 121-012
S1 120-161 120-161 120-304 120-230
S2 119-310 119-310 120-276
S3 119-002 119-173 120-247
S4 118-014 118-185 120-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-252 120-250 1-002 0.8% 0-152 0.4% 75% True False 883,657
10 121-252 119-275 1-297 1.6% 0-143 0.4% 87% True False 780,675
20 121-252 119-042 2-210 2.2% 0-140 0.4% 90% True False 758,299
40 121-252 118-017 3-235 3.1% 0-126 0.3% 93% True False 631,815
60 121-252 118-017 3-235 3.1% 0-117 0.3% 93% True False 586,323
80 121-252 117-302 3-270 3.2% 0-110 0.3% 93% True False 440,351
100 121-252 117-302 3-270 3.2% 0-095 0.2% 93% True False 352,298
120 121-252 117-302 3-270 3.2% 0-079 0.2% 93% True False 293,581
Crabel Price Patterns
NR True
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 123-080
2.618 122-220
1.618 122-110
1.000 122-042
0.618 122-000
HIGH 121-252
0.618 121-210
0.500 121-197
0.382 121-184
LOW 121-142
0.618 121-074
1.000 121-032
1.618 120-284
2.618 120-174
4.250 119-314
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 121-197 121-145
PP 121-188 121-121
S1 121-179 121-096

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

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