ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 120-050 119-270 -0-100 -0.3% 120-057
High 120-097 119-295 -0-122 -0.3% 120-130
Low 119-230 119-172 -0-058 -0.2% 119-172
Close 119-267 119-202 -0-065 -0.2% 119-202
Range 0-187 0-123 -0-064 -34.2% 0-278
ATR 0-131 0-130 -0-001 -0.4% 0-000
Volume 821,538 521,452 -300,086 -36.5% 2,866,110
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 120-272 120-200 119-270
R3 120-149 120-077 119-236
R2 120-026 120-026 119-225
R1 119-274 119-274 119-213 119-248
PP 119-223 119-223 119-223 119-210
S1 119-151 119-151 119-191 119-126
S2 119-100 119-100 119-179
S3 118-297 119-028 119-168
S4 118-174 118-225 119-134
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-149 121-293 120-035
R3 121-191 121-015 119-278
R2 120-233 120-233 119-253
R1 120-057 120-057 119-227 120-006
PP 119-275 119-275 119-275 119-249
S1 119-099 119-099 119-177 119-048
S2 118-317 118-317 119-151
S3 118-039 118-141 119-126
S4 117-081 117-183 119-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-130 119-172 0-278 0.7% 0-133 0.3% 11% False True 573,222
10 121-057 119-172 1-205 1.4% 0-130 0.3% 6% False True 632,269
20 121-220 119-172 2-048 1.8% 0-129 0.3% 4% False True 579,585
40 122-145 119-107 3-038 2.6% 0-108 0.3% 9% False False 296,627
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 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-178
2.618 120-297
1.618 120-174
1.000 120-098
0.618 120-051
HIGH 119-295
0.618 119-248
0.500 119-234
0.382 119-219
LOW 119-172
0.618 119-096
1.000 119-049
1.618 118-293
2.618 118-170
4.250 117-289
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 119-234 119-304
PP 119-223 119-270
S1 119-212 119-236

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

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