ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 119-080 119-060 -0-020 -0.1% 119-020
High 119-130 119-220 0-090 0.2% 119-280
Low 119-040 119-010 -0-030 -0.1% 118-280
Close 119-060 119-200 0-140 0.4% 119-020
Range 0-090 0-210 0-120 133.3% 1-000
ATR 0-101 0-109 0-008 7.7% 0-000
Volume 6,086 10,950 4,864 79.9% 31,661
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 121-133 121-057 119-316
R3 120-243 120-167 119-258
R2 120-033 120-033 119-238
R1 119-277 119-277 119-219 119-315
PP 119-143 119-143 119-143 119-162
S1 119-067 119-067 119-181 119-105
S2 118-253 118-253 119-162
S3 118-043 118-177 119-142
S4 117-153 117-287 119-084
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-087 121-213 119-196
R3 121-087 120-213 119-108
R2 120-087 120-087 119-079
R1 119-213 119-213 119-049 119-180
PP 119-087 119-087 119-087 119-070
S1 118-213 118-213 118-311 118-180
S2 118-087 118-087 118-281
S3 117-087 117-213 118-252
S4 116-087 116-213 118-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 119-000 0-220 0.6% 0-118 0.3% 91% True False 8,302
10 119-280 118-240 1-040 0.9% 0-117 0.3% 78% False False 5,724
20 119-280 118-200 1-080 1.0% 0-096 0.2% 80% False False 3,711
40 119-280 118-010 1-270 1.5% 0-055 0.1% 86% False False 1,948
60 119-280 117-260 2-020 1.7% 0-036 0.1% 88% False False 1,368
80 119-280 117-260 2-020 1.7% 0-027 0.1% 88% False False 1,078
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 0-016
Widest range in 87 trading days
Fibonacci Retracements and Extensions
4.250 122-152
2.618 121-130
1.618 120-240
1.000 120-110
0.618 120-030
HIGH 119-220
0.618 119-140
0.500 119-115
0.382 119-090
LOW 119-010
0.618 118-200
1.000 118-120
1.618 117-310
2.618 117-100
4.250 116-078
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 119-172 119-172
PP 119-143 119-143
S1 119-115 119-115

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

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