ECBOT 5 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	121-033	120-293	-0-060	-0.2%	120-318
High	121-100	121-070	-0-030	-0.1%	122-145
Low	120-238	120-253	0-015	0.0%	120-318
Close	120-280	121-035	0-075	0.2%	121-062
Range	0-182	0-138	-0-045	-24.7%	1-147
ATR	0-122	0-123	0-001	0.9%	0-000
Volume	110,572	108,657	-1,915	-1.7%	195,883

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-105	122-048	121-111
R3	121-288	121-230	121-073
R2	121-150	121-150	121-060
R1	121-093	121-093	121-048	121-121
PP	121-013	121-013	121-013	121-027
S1	120-275	120-275	121-022	120-304
S2	120-195	120-195	121-010
S3	120-058	120-138	120-317
S4	119-240	120-000	120-279

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%	0-176	0.5%	21%	False	False	72,023
10	122-145	120-202	1-262	1.5%	0-143	0.4%	26%	False	False	49,878
20	122-145	119-190	2-275	2.4%	0-111	0.3%	53%	False	False	28,853

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-014
2.618	122-110
1.618	121-292
1.000	121-208
0.618	121-155
HIGH	121-070
0.618	121-017
0.500	121-001
0.382	120-305
LOW	120-253
0.618	120-168
1.000	120-115
1.618	120-030
2.618	119-213
4.250	118-308

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	121-024	121-026
PP	121-013	121-018
S1	121-001	121-009

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