ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 121-010 121-107 0-097 0.3% 121-072
High 121-110 121-145 0-035 0.1% 121-145
Low 120-297 121-002 0-025 0.1% 120-277
Close 121-075 121-045 -0-030 -0.1% 121-045
Range 0-133 0-143 0-010 7.5% 0-188
ATR 0-148 0-148 0-000 -0.2% 0-000
Volume 656,869 735,829 78,960 12.0% 2,901,498
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-173 122-092 121-124
R3 122-030 121-269 121-084
R2 121-207 121-207 121-071
R1 121-126 121-126 121-058 121-095
PP 121-064 121-064 121-064 121-048
S1 120-303 120-303 121-032 120-272
S2 120-241 120-241 121-019
S3 120-098 120-160 121-006
S4 119-275 120-017 120-286
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 122-293 122-197 121-148
R3 122-105 122-009 121-097
R2 121-237 121-237 121-079
R1 121-141 121-141 121-062 121-095
PP 121-049 121-049 121-049 121-026
S1 120-273 120-273 121-028 120-227
S2 120-181 120-181 121-011
S3 119-313 120-085 120-313
S4 119-125 119-217 120-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-247 120-277 0-290 0.7% 0-148 0.4% 30% False False 742,668
10 122-157 120-260 1-217 1.4% 0-164 0.4% 20% False False 846,939
20 122-157 119-265 2-212 2.2% 0-145 0.4% 49% False False 751,997
40 122-157 118-017 4-140 3.7% 0-132 0.3% 70% False False 671,172
60 122-157 118-017 4-140 3.7% 0-127 0.3% 70% False False 672,768
80 122-157 117-302 4-175 3.8% 0-119 0.3% 70% False False 511,304
100 122-157 117-302 4-175 3.8% 0-107 0.3% 70% False False 409,257
120 122-157 117-302 4-175 3.8% 0-089 0.2% 70% False False 341,047
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-113
2.618 122-199
1.618 122-056
1.000 121-288
0.618 121-233
HIGH 121-145
0.618 121-090
0.500 121-074
0.382 121-057
LOW 121-002
0.618 120-234
1.000 120-179
1.618 120-091
2.618 119-268
4.250 119-034
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 121-074 121-051
PP 121-064 121-049
S1 121-054 121-047

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

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