ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 117-222 117-245 0-022 0.1% 117-273
High 117-222 117-245 0-022 0.1% 117-273
Low 117-222 117-245 0-022 0.1% 117-127
Close 117-222 117-245 0-022 0.1% 117-222
Range
ATR 0-078 0-074 -0-004 -5.1% 0-000
Volume
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 117-245 117-245 117-245
R3 117-245 117-245 117-245
R2 117-245 117-245 117-245
R1 117-245 117-245 117-245 117-245
PP 117-245 117-245 117-245 117-245
S1 117-245 117-245 117-245 117-245
S2 117-245 117-245 117-245
S3 117-245 117-245 117-245
S4 117-245 117-245 117-245
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 119-003 118-258 117-302
R3 118-178 118-113 117-262
R2 118-033 118-033 117-249
R1 117-288 117-288 117-236 117-248
PP 117-207 117-207 117-207 117-187
S1 117-142 117-142 117-209 117-102
S2 117-062 117-062 117-196
S3 116-237 116-317 117-183
S4 116-092 116-172 117-143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-245 117-127 0-118 0.3% 0-000 0.0% 100% True False
10 118-087 117-127 0-280 0.7% 0-000 0.0% 42% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-245
2.618 117-245
1.618 117-245
1.000 117-245
0.618 117-245
HIGH 117-245
0.618 117-245
0.500 117-245
0.382 117-245
LOW 117-245
0.618 117-245
1.000 117-245
1.618 117-245
2.618 117-245
4.250 117-245
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 117-245 117-227
PP 117-245 117-209
S1 117-245 117-191

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

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