ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 119-273 119-273 0-000 0.0% 119-230
High 119-307 119-273 -0-035 -0.1% 120-038
Low 119-250 119-190 -0-060 -0.2% 119-190
Close 119-285 119-220 -0-065 -0.2% 119-220
Range 0-057 0-082 0-025 43.5% 0-167
ATR
Volume 7,736 7,339 -397 -5.1% 18,385
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 120-155 120-110 119-265
R3 120-073 120-027 119-243
R2 119-310 119-310 119-235
R1 119-265 119-265 119-228 119-246
PP 119-228 119-228 119-228 119-218
S1 119-183 119-183 119-212 119-164
S2 119-145 119-145 119-205
S3 119-063 119-100 119-197
S4 118-300 119-018 119-175
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 121-118 121-017 119-312
R3 120-271 120-169 119-266
R2 120-103 120-103 119-251
R1 120-002 120-002 119-235 119-289
PP 119-256 119-256 119-256 119-239
S1 119-154 119-154 119-205 119-121
S2 119-088 119-088 119-189
S3 118-241 118-307 119-174
S4 118-073 118-139 119-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-038 119-190 0-167 0.4% 0-057 0.1% 18% False True 3,755
10 120-038 118-307 1-050 1.0% 0-045 0.1% 63% False False 2,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-303
2.618 120-168
1.618 120-086
1.000 120-035
0.618 120-003
HIGH 119-273
0.618 119-241
0.500 119-231
0.382 119-222
LOW 119-190
0.618 119-139
1.000 119-108
1.618 119-057
2.618 118-294
4.250 118-159
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 119-231 119-274
PP 119-228 119-256
S1 119-224 119-238

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

View Archives - Comment on this page... - Back to Index of Symbols