ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 120-255 120-312 0-057 0.1% 120-135
High 120-317 121-085 0-088 0.2% 120-150
Low 120-227 120-287 0-060 0.2% 119-307
Close 120-302 121-052 0-070 0.2% 120-080
Range 0-090 0-118 0-028 31.1% 0-163
ATR 0-125 0-125 -0-001 -0.4% 0-000
Volume 727,293 763,128 35,835 4.9% 1,639,877
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 122-069 122-018 121-117
R3 121-271 121-220 121-084
R2 121-153 121-153 121-074
R1 121-102 121-102 121-063 121-128
PP 121-035 121-035 121-035 121-047
S1 120-304 120-304 121-041 121-010
S2 120-237 120-237 121-030
S3 120-119 120-186 121-020
S4 120-001 120-068 120-307
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 121-241 121-164 120-170
R3 121-078 121-001 120-125
R2 120-235 120-235 120-110
R1 120-158 120-158 120-095 120-115
PP 120-072 120-072 120-072 120-051
S1 119-315 119-315 120-065 119-272
S2 119-229 119-229 120-050
S3 119-066 119-152 120-035
S4 118-223 118-309 119-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-085 120-032 1-053 1.0% 0-115 0.3% 91% True False 568,925
10 121-085 119-307 1-098 1.1% 0-115 0.3% 92% True False 525,508
20 121-085 119-112 1-293 1.6% 0-123 0.3% 95% True False 565,112
40 122-145 119-112 3-033 2.6% 0-129 0.3% 58% False False 472,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-266
2.618 122-074
1.618 121-276
1.000 121-203
0.618 121-158
HIGH 121-085
0.618 121-040
0.500 121-026
0.382 121-012
LOW 120-287
0.618 120-214
1.000 120-169
1.618 120-096
2.618 119-298
4.250 119-106
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 121-043 121-009
PP 121-035 120-286
S1 121-026 120-242

Download as Excel Spreadsheet

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

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