ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 118-210 118-220 0-010 0.0% 118-110
High 118-220 118-220 0-000 0.0% 118-240
Low 118-170 118-220 0-050 0.1% 118-110
Close 118-170 118-220 0-050 0.1% 118-150
Range 0-050 0-000 -0-050 -100.0% 0-130
ATR 0-076 0-074 -0-002 -2.5% 0-000
Volume 174 25 -149 -85.6% 718
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 118-220 118-220 118-220
R3 118-220 118-220 118-220
R2 118-220 118-220 118-220
R1 118-220 118-220 118-220 118-220
PP 118-220 118-220 118-220 118-220
S1 118-220 118-220 118-220 118-220
S2 118-220 118-220 118-220
S3 118-220 118-220 118-220
S4 118-220 118-220 118-220
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-237 119-163 118-222
R3 119-107 119-033 118-186
R2 118-297 118-297 118-174
R1 118-223 118-223 118-162 118-260
PP 118-167 118-167 118-167 118-185
S1 118-093 118-093 118-138 118-130
S2 118-037 118-037 118-126
S3 117-227 117-283 118-114
S4 117-097 117-153 118-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-220 118-070 0-150 0.4% 0-042 0.1% 100% True False 98
10 118-240 118-070 0-170 0.4% 0-028 0.1% 88% False False 141
20 119-120 118-010 1-110 1.1% 0-014 0.0% 49% False False 175
40 119-120 117-260 1-180 1.3% 0-007 0.0% 56% False False 192
60 119-120 117-260 1-180 1.3% 0-005 0.0% 56% False False 197
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0-001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-220
2.618 118-220
1.618 118-220
1.000 118-220
0.618 118-220
HIGH 118-220
0.618 118-220
0.500 118-220
0.382 118-220
LOW 118-220
0.618 118-220
1.000 118-220
1.618 118-220
2.618 118-220
4.250 118-220
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 118-220 118-195
PP 118-220 118-170
S1 118-220 118-145

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

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