ECBOT 5 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 13-Apr-2016
Day Change Summary
Previous Current
12-Apr-2016 13-Apr-2016 Change Change % Previous Week
Open 121-145 121-067 -0-078 -0.2% 121-045
High 121-155 121-087 -0-068 -0.2% 121-192
Low 121-057 121-020 -0-037 -0.1% 121-010
Close 121-065 121-065 0-000 0.0% 121-152
Range 0-098 0-067 -0-031 -31.6% 0-182
ATR 0-109 0-106 -0-003 -2.7% 0-000
Volume 466,387 580,446 114,059 24.5% 2,182,079
Daily Pivots for day following 13-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-258 121-229 121-102
R3 121-191 121-162 121-083
R2 121-124 121-124 121-077
R1 121-095 121-095 121-071 121-076
PP 121-057 121-057 121-057 121-048
S1 121-028 121-028 121-059 121-009
S2 120-310 120-310 121-053
S3 120-243 120-281 121-047
S4 120-176 120-214 121-028
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 123-024 122-270 121-252
R3 122-162 122-088 121-202
R2 121-300 121-300 121-185
R1 121-226 121-226 121-169 121-263
PP 121-118 121-118 121-118 121-136
S1 121-044 121-044 121-135 121-081
S2 120-256 120-256 121-119
S3 120-074 120-182 121-102
S4 119-212 120-000 121-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-192 121-020 0-172 0.4% 0-087 0.2% 26% False True 464,498
10 121-192 120-287 0-225 0.6% 0-088 0.2% 44% False False 516,886
20 121-192 119-112 2-080 1.9% 0-109 0.3% 82% False False 527,331
40 121-192 119-112 2-080 1.9% 0-116 0.3% 82% False False 574,732
60 122-145 119-112 3-033 2.6% 0-110 0.3% 60% False False 389,174
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 True
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-052
2.618 121-262
1.618 121-195
1.000 121-154
0.618 121-128
HIGH 121-087
0.618 121-061
0.500 121-054
0.382 121-046
LOW 121-020
0.618 120-299
1.000 120-273
1.618 120-232
2.618 120-165
4.250 120-055
Fisher Pivots for day following 13-Apr-2016
Pivot 1 day 3 day
R1 121-061 121-104
PP 121-057 121-091
S1 121-054 121-078

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

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