ECBOT 5 Year T-Note Future June 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	120-318	121-162	0-165	0.4%	120-130
High	121-122	121-193	0-070	0.2%	121-027
Low	120-318	121-095	0-098	0.3%	120-045
Close	121-122	121-127	0-005	0.0%	120-262
Range	0-125	0-098	-0-027	-22.0%	0-302
ATR	0-094	0-095	0-000	0.2%	0-000
Volume	22,311	59,237	36,926	165.5%	69,149

Daily Pivots for day following 09-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-111	122-057	121-181
R3	122-013	121-279	121-154
R2	121-236	121-236	121-145
R1	121-182	121-182	121-136	121-160
PP	121-138	121-138	121-138	121-128
S1	121-084	121-084	121-119	121-062
S2	121-041	121-041	121-110
S3	120-263	120-307	121-101
S4	120-166	120-209	121-074

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-166	123-037	121-109
R3	122-183	122-054	121-026
R2	121-201	121-201	120-318
R1	121-072	121-072	120-290	121-136
PP	120-218	120-218	120-218	120-251
S1	120-089	120-089	120-235	120-154
S2	119-236	119-236	120-207
S3	118-253	119-107	120-179
S4	117-271	118-124	120-096

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-193	120-190	1-002	0.8%	0-115	0.3%	80%	True	False	26,228
10	121-193	119-230	1-282	1.6%	0-099	0.3%	89%	True	False	16,452
20	121-193	119-030	2-162	2.1%	0-075	0.2%	92%	True	False	9,726

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	0-014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-287
2.618	122-128
1.618	122-030
1.000	121-290
0.618	121-253
HIGH	121-193
0.618	121-155
0.500	121-144
0.382	121-132
LOW	121-095
0.618	121-035
1.000	120-318
1.618	120-257
2.618	120-160
4.250	120-001

Fisher Pivots for day following 09-Feb-2016
Pivot	1 day	3 day
R1	121-144	121-097
PP	121-138	121-067
S1	121-133	121-038

Download as Excel Spreadsheet

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

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