ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 120-012 120-057 0-045 0.1% 120-072
High 120-067 120-070 0-003 0.0% 120-072
Low 120-012 119-187 -0-145 -0.4% 119-222
Close 120-045 119-215 -0-150 -0.4% 120-045
Range 0-055 0-203 0-148 269.1% 0-170
ATR 0-115 0-121 0-006 5.5% 0-000
Volume 8,211 15,904 7,693 93.7% 84,118
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-233 121-107 120-007
R3 121-030 120-224 119-271
R2 120-147 120-147 119-252
R1 120-021 120-021 119-234 119-302
PP 119-264 119-264 119-264 119-245
S1 119-138 119-138 119-196 119-100
S2 119-061 119-061 119-178
S3 118-178 118-255 119-159
S4 117-295 118-052 119-103
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
5 120-070 119-187 0-203 0.5% 0-106 0.3% 14% True True 14,766
10 120-125 119-187 0-258 0.7% 0-105 0.3% 11% False True 36,402
20 121-047 119-167 1-200 1.4% 0-123 0.3% 9% False False 560,602
40 121-047 118-290 2-077 1.9% 0-120 0.3% 34% False False 568,675
60 121-047 118-185 2-182 2.1% 0-125 0.3% 43% False False 577,596
80 121-047 118-037 3-010 2.5% 0-127 0.3% 51% False False 622,697
100 121-047 118-037 3-010 2.5% 0-122 0.3% 51% False False 500,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 122-293
2.618 121-281
1.618 121-078
1.000 120-273
0.618 120-195
HIGH 120-070
0.618 119-312
0.500 119-288
0.382 119-265
LOW 119-187
0.618 119-062
1.000 118-304
1.618 118-179
2.618 117-296
4.250 116-284
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 119-288 119-288
PP 119-264 119-264
S1 119-240 119-240

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

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