ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 120-112 120-057 -0-055 -0.1% 120-282
High 120-147 120-062 -0-085 -0.2% 121-057
Low 120-005 119-280 -0-045 -0.1% 120-005
Close 120-037 119-297 -0-060 -0.2% 120-037
Range 0-142 0-102 -0-040 -28.2% 1-052
ATR 0-129 0-127 -0-002 -1.5% 0-000
Volume 777,828 494,707 -283,121 -36.4% 3,456,580
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-306 120-243 120-033
R3 120-204 120-141 120-005
R2 120-102 120-102 119-316
R1 120-039 120-039 119-306 120-020
PP 120-000 120-000 120-000 119-310
S1 119-257 119-257 119-288 119-238
S2 119-218 119-218 119-278
S3 119-116 119-155 119-269
S4 119-014 119-053 119-241
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 123-296 123-058 120-242
R3 122-244 122-006 120-139
R2 121-192 121-192 120-105
R1 120-274 120-274 120-071 120-207
PP 120-140 120-140 120-140 120-106
S1 119-222 119-222 120-003 119-155
S2 119-088 119-088 119-289
S3 118-036 118-170 119-255
S4 116-304 117-118 119-152
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-057 119-280 1-097 1.1% 0-130 0.3% 4% False True 643,671
10 121-167 119-280 1-207 1.4% 0-119 0.3% 3% False True 823,299
20 122-145 119-280 2-185 2.1% 0-132 0.3% 2% False True 469,061
40 122-145 118-307 3-158 2.9% 0-098 0.3% 28% False False 237,355
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-176
2.618 121-009
1.618 120-227
1.000 120-164
0.618 120-125
HIGH 120-062
0.618 120-023
0.500 120-011
0.382 119-319
LOW 119-280
0.618 119-217
1.000 119-178
1.618 119-115
2.618 119-013
4.250 118-166
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 120-011 120-058
PP 120-000 120-031
S1 119-308 120-004

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

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