ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 119-195 119-232 0-037 0.1% 119-207
High 119-275 119-290 0-015 0.0% 120-127
Low 119-190 119-197 0-007 0.0% 119-132
Close 119-255 119-225 -0-030 -0.1% 119-187
Range 0-085 0-093 0-008 9.4% 0-315
ATR 0-126 0-124 -0-002 -1.9% 0-000
Volume 348,190 373,117 24,927 7.2% 3,054,696
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-196 120-144 119-276
R3 120-103 120-051 119-251
R2 120-010 120-010 119-242
R1 119-278 119-278 119-234 119-258
PP 119-237 119-237 119-237 119-227
S1 119-185 119-185 119-216 119-164
S2 119-144 119-144 119-208
S3 119-051 119-092 119-199
S4 118-278 118-319 119-174
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-240 122-049 120-040
R3 121-245 121-054 119-274
R2 120-250 120-250 119-245
R1 120-059 120-059 119-216 119-317
PP 119-255 119-255 119-255 119-224
S1 119-064 119-064 119-158 119-002
S2 118-260 118-260 119-129
S3 117-265 118-069 119-100
S4 116-270 117-074 119-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-127 119-162 0-285 0.7% 0-124 0.3% 22% False False 526,012
10 120-127 119-052 1-075 1.0% 0-123 0.3% 44% False False 573,393
20 120-127 119-010 1-117 1.1% 0-115 0.3% 49% False False 567,974
40 120-127 118-185 1-262 1.5% 0-125 0.3% 62% False False 583,457
60 120-127 118-037 2-090 1.9% 0-127 0.3% 70% False False 646,126
80 120-127 118-037 2-090 1.9% 0-122 0.3% 70% False False 489,690
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-045
2.618 120-213
1.618 120-120
1.000 120-063
0.618 120-027
HIGH 119-290
0.618 119-254
0.500 119-244
0.382 119-233
LOW 119-197
0.618 119-140
1.000 119-104
1.618 119-047
2.618 118-274
4.250 118-122
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 119-244 119-226
PP 119-237 119-226
S1 119-231 119-225

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

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