ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 119-310 120-017 0-027 0.1% 119-310
High 120-010 120-020 0-010 0.0% 120-125
Low 119-222 119-262 0-040 0.1% 119-240
Close 120-002 119-290 -0-032 -0.1% 120-062
Range 0-108 0-078 -0-030 -27.8% 0-205
ATR 0-125 0-122 -0-003 -2.7% 0-000
Volume 15,959 15,339 -620 -3.9% 426,635
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-211 120-169 120-013
R3 120-133 120-091 119-311
R2 120-055 120-055 119-304
R1 120-013 120-013 119-297 119-315
PP 119-297 119-297 119-297 119-288
S1 119-255 119-255 119-283 119-237
S2 119-219 119-219 119-276
S3 119-141 119-177 119-269
S4 119-063 119-099 119-247
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 122-011 121-241 120-175
R3 121-126 121-036 120-118
R2 120-241 120-241 120-100
R1 120-151 120-151 120-081 120-196
PP 120-036 120-036 120-036 120-058
S1 119-266 119-266 120-043 119-311
S2 119-151 119-151 120-024
S3 118-266 119-061 120-006
S4 118-061 118-176 119-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-125 119-222 0-223 0.6% 0-102 0.3% 30% False False 24,348
10 120-125 119-222 0-223 0.6% 0-109 0.3% 30% False False 298,563
20 121-047 119-162 1-205 1.4% 0-124 0.3% 24% False False 632,033
40 121-047 118-277 2-090 1.9% 0-118 0.3% 46% False False 605,121
60 121-047 118-127 2-240 2.3% 0-128 0.3% 55% False False 616,331
80 121-047 118-037 3-010 2.5% 0-128 0.3% 59% False False 623,921
100 121-047 118-037 3-010 2.5% 0-119 0.3% 59% False False 499,718
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 False
Bear Hook False
Bull Hook True
Stretch 0-029
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 121-032
2.618 120-224
1.618 120-146
1.000 120-098
0.618 120-068
HIGH 120-020
0.618 119-310
0.500 119-301
0.382 119-292
LOW 119-262
0.618 119-214
1.000 119-184
1.618 119-136
2.618 119-058
4.250 118-250
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 119-301 119-307
PP 119-297 119-301
S1 119-294 119-296

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

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