ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 119-040 119-050 0-010 0.0% 118-150
High 119-050 119-050 0-000 0.0% 118-260
Low 119-020 119-000 -0-020 -0.1% 118-070
Close 119-030 119-010 -0-020 -0.1% 118-260
Range 0-030 0-050 0-020 66.7% 0-190
ATR 0-075 0-073 -0-002 -2.4% 0-000
Volume 2 75 73 3,650.0% 508
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-170 119-140 119-038
R3 119-120 119-090 119-024
R2 119-070 119-070 119-019
R1 119-040 119-040 119-015 119-030
PP 119-020 119-020 119-020 119-015
S1 118-310 118-310 119-005 118-300
S2 118-290 118-290 119-001
S3 118-240 118-260 118-316
S4 118-190 118-210 118-302
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 120-127 120-063 119-044
R3 119-257 119-193 118-312
R2 119-067 119-067 118-295
R1 119-003 119-003 118-277 119-035
PP 118-197 118-197 118-197 118-212
S1 118-133 118-133 118-243 118-165
S2 118-007 118-007 118-225
S3 117-137 117-263 118-208
S4 116-267 117-073 118-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-050 118-170 0-200 0.5% 0-032 0.1% 80% True False 60
10 119-050 118-070 0-300 0.8% 0-035 0.1% 87% True False 60
20 119-120 118-070 1-050 1.0% 0-020 0.1% 70% False False 148
40 119-120 117-260 1-180 1.3% 0-010 0.0% 78% False False 178
60 119-120 117-260 1-180 1.3% 0-006 0.0% 78% False False 188
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-262
2.618 119-181
1.618 119-131
1.000 119-100
0.618 119-081
HIGH 119-050
0.618 119-031
0.500 119-025
0.382 119-019
LOW 119-000
0.618 118-289
1.000 118-270
1.618 118-239
2.618 118-189
4.250 118-108
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 119-025 119-000
PP 119-020 118-310
S1 119-015 118-300

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

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