ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 120-017 119-305 -0-032 -0.1% 120-072
High 120-020 120-050 0-030 0.1% 120-072
Low 119-262 119-282 0-020 0.1% 119-222
Close 119-290 120-045 0-075 0.2% 120-045
Range 0-078 0-088 0-010 12.8% 0-170
ATR 0-122 0-120 -0-002 -2.0% 0-000
Volume 15,339 18,421 3,082 20.1% 84,118
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-283 120-252 120-093
R3 120-195 120-164 120-069
R2 120-107 120-107 120-061
R1 120-076 120-076 120-053 120-092
PP 120-019 120-019 120-019 120-027
S1 119-308 119-308 120-037 120-004
S2 119-251 119-251 120-029
S3 119-163 119-220 120-021
S4 119-075 119-132 119-317
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-196 121-131 120-138
R3 121-026 120-281 120-092
R2 120-176 120-176 120-076
R1 120-111 120-111 120-061 120-058
PP 120-006 120-006 120-006 119-300
S1 119-261 119-261 120-029 119-208
S2 119-156 119-156 120-014
S3 118-306 119-091 119-318
S4 118-136 118-241 119-272
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% 64% False False 22,730
10 120-125 119-222 0-223 0.6% 0-106 0.3% 64% False False 126,099
20 121-047 119-162 1-205 1.4% 0-120 0.3% 39% False False 598,593
40 121-047 118-277 2-090 1.9% 0-117 0.3% 56% False False 593,225
60 121-047 118-185 2-182 2.1% 0-126 0.3% 61% False False 601,367
80 121-047 118-037 3-010 2.5% 0-126 0.3% 67% False False 624,055
100 121-047 118-037 3-010 2.5% 0-119 0.3% 67% False False 499,902
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-104
2.618 120-280
1.618 120-192
1.000 120-138
0.618 120-104
HIGH 120-050
0.618 120-016
0.500 120-006
0.382 119-316
LOW 119-282
0.618 119-228
1.000 119-194
1.618 119-140
2.618 119-052
4.250 118-228
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 120-032 120-022
PP 120-019 119-319
S1 120-006 119-296

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

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