ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 17-Feb-2016

Day Change Summary
	Previous	Current
	16-Feb-2016	17-Feb-2016	Change	Change %	Previous Week
Open	121-042	121-033	-0-010	0.0%	120-318
High	121-080	121-100	0-020	0.1%	122-145
Low	120-305	120-238	-0-067	-0.2%	120-318
Close	121-040	120-280	-0-080	-0.2%	121-062
Range	0-095	0-182	0-087	92.1%	1-147
ATR	0-117	0-122	0-005	4.0%	0-000
Volume	55,198	110,572	55,374	100.3%	195,883

Daily Pivots for day following 17-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-220	122-112	121-060
R3	122-037	121-250	121-010
R2	121-175	121-175	120-313
R1	121-067	121-067	120-297	121-030
PP	120-313	120-313	120-313	120-294
S1	120-205	120-205	120-263	120-168
S2	120-130	120-130	120-247
S3	119-268	120-023	120-230
S4	119-085	119-160	120-180

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-297	125-007	122-000
R3	124-150	123-180	121-191
R2	123-002	123-002	121-148
R1	122-032	122-032	121-105	122-177
PP	121-175	121-175	121-175	121-247
S1	120-205	120-205	121-020	121-030
S2	120-028	120-028	120-297
S3	118-200	119-058	120-254
S4	117-053	117-230	120-125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-145	120-238	1-227	1.4%	0-175	0.5%	8%	False	True	56,021
10	122-145	120-190	1-275	1.5%	0-145	0.4%	15%	False	False	41,124
20	122-145	119-190	2-275	2.4%	0-107	0.3%	45%	False	False	23,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-236
2.618	122-258
1.618	122-075
1.000	121-282
0.618	121-213
HIGH	121-100
0.618	121-030
0.500	121-009
0.382	120-307
LOW	120-238
0.618	120-125
1.000	120-055
1.618	119-262
2.618	119-080
4.250	118-102

Fisher Pivots for day following 17-Feb-2016
Pivot	1 day	3 day
R1	121-009	121-069
PP	120-313	121-033
S1	120-296	120-316

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