ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 120-180 120-117 -0-063 -0.2% 120-317
High 120-205 120-117 -0-088 -0.2% 121-092
Low 120-075 120-035 -0-040 -0.1% 120-075
Close 120-105 120-050 -0-055 -0.1% 120-105
Range 0-130 0-082 -0-048 -36.9% 1-017
ATR 0-135 0-131 -0-004 -2.8% 0-000
Volume 63,206 39,232 -23,974 -37.9% 544,480
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-313 120-264 120-095
R3 120-231 120-182 120-073
R2 120-149 120-149 120-065
R1 120-100 120-100 120-058 120-084
PP 120-067 120-067 120-067 120-059
S1 120-018 120-018 120-042 120-002
S2 119-305 119-305 120-035
S3 119-223 119-256 120-027
S4 119-141 119-174 120-005
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-248 123-034 120-290
R3 122-231 122-017 120-198
R2 121-214 121-214 120-167
R1 121-000 121-000 120-136 120-258
PP 120-197 120-197 120-197 120-167
S1 119-303 119-303 120-074 119-242
S2 119-180 119-180 120-043
S3 118-163 118-286 120-012
S4 117-146 117-269 119-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-092 120-035 1-057 1.0% 0-116 0.3% 4% False True 70,254
10 121-195 120-035 1-160 1.2% 0-110 0.3% 3% False True 619,088
20 122-157 120-035 2-122 2.0% 0-133 0.3% 2% False True 729,602
40 122-157 118-260 3-217 3.1% 0-137 0.4% 37% False False 739,542
60 122-157 118-017 4-140 3.7% 0-126 0.3% 47% False False 654,008
80 122-157 118-017 4-140 3.7% 0-118 0.3% 47% False False 600,250
100 122-157 117-302 4-175 3.8% 0-113 0.3% 49% False False 480,523
120 122-157 117-302 4-175 3.8% 0-099 0.3% 49% False False 400,437
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-146
2.618 121-012
1.618 120-250
1.000 120-199
0.618 120-168
HIGH 120-117
0.618 120-086
0.500 120-076
0.382 120-066
LOW 120-035
0.618 119-304
1.000 119-273
1.618 119-222
2.618 119-140
4.250 119-006
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 120-076 120-122
PP 120-067 120-098
S1 120-059 120-074

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

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