ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 120-312 121-072 0-080 0.2% 120-072
High 121-085 121-075 -0-010 0.0% 121-085
Low 120-287 120-295 0-008 0.0% 120-032
Close 121-052 121-010 -0-042 -0.1% 121-010
Range 0-118 0-100 -0-018 -15.3% 1-053
ATR 0-125 0-123 -0-002 -1.4% 0-000
Volume 763,128 763,370 242 0.0% 3,258,124
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-000 121-265 121-065
R3 121-220 121-165 121-038
R2 121-120 121-120 121-028
R1 121-065 121-065 121-019 121-042
PP 121-020 121-020 121-020 121-009
S1 120-285 120-285 121-001 120-262
S2 120-240 120-240 120-312
S3 120-140 120-185 120-302
S4 120-040 120-085 120-275
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 124-095 123-265 121-215
R3 123-042 122-212 121-113
R2 121-309 121-309 121-078
R1 121-159 121-159 121-044 121-234
PP 120-256 120-256 120-256 120-293
S1 120-106 120-106 120-296 120-181
S2 119-203 119-203 120-262
S3 118-150 119-053 120-227
S4 117-097 118-000 120-125
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% 0-117 0.3% 80% False False 651,624
10 121-085 119-307 1-098 1.1% 0-112 0.3% 82% False False 536,537
20 121-085 119-112 1-293 1.6% 0-125 0.3% 88% False False 574,466
40 122-145 119-112 3-033 2.6% 0-127 0.3% 54% False False 490,662
60 122-145 118-120 4-025 3.4% 0-105 0.3% 65% False False 328,533
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-180
2.618 122-017
1.618 121-237
1.000 121-175
0.618 121-137
HIGH 121-075
0.618 121-037
0.500 121-025
0.382 121-013
LOW 120-295
0.618 120-233
1.000 120-195
1.618 120-133
2.618 120-033
4.250 119-190
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 121-025 121-005
PP 121-020 121-001
S1 121-015 120-316

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

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