ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 121-025 121-080 0-055 0.1% 121-005
High 121-150 120-282 -0-188 -0.5% 121-167
Low 121-002 120-282 -0-040 -0.1% 120-230
Close 121-125 120-282 -0-163 -0.4% 120-282
Range 0-148 0-000 -0-148 -100.0% 0-257
ATR 0-127 0-130 0-003 2.0% 0-000
Volume 1,176,609 737,707 -438,902 -37.3% 4,799,884
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 120-282 120-282 120-282
R3 120-282 120-282 120-282
R2 120-282 120-282 120-282
R1 120-282 120-282 120-282 120-282
PP 120-282 120-282 120-282 120-282
S1 120-282 120-282 120-282 120-282
S2 120-282 120-282 120-282
S3 120-282 120-282 120-282
S4 120-282 120-282 120-282
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 123-144 122-310 121-103
R3 122-207 122-053 121-033
R2 121-270 121-270 121-009
R1 121-116 121-116 120-306 121-064
PP 121-013 121-013 121-013 120-307
S1 120-179 120-179 120-258 120-128
S2 120-076 120-076 120-235
S3 119-139 119-242 120-211
S4 118-202 118-305 120-141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-167 120-230 0-257 0.7% 0-107 0.3% 20% False False 959,976
10 121-220 120-230 0-310 0.8% 0-127 0.3% 17% False False 526,902
20 122-145 120-045 2-100 1.9% 0-128 0.3% 32% False False 275,279
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 120-282
2.618 120-282
1.618 120-282
1.000 120-282
0.618 120-282
HIGH 120-282
0.618 120-282
0.500 120-282
0.382 120-282
LOW 120-282
0.618 120-282
1.000 120-282
1.618 120-282
2.618 120-282
4.250 120-282
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 120-282 121-064
PP 120-282 121-030
S1 120-282 120-316

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

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