ECBOT 5 Year T-Note Future December 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 119-177 119-157 -0-020 -0.1% 119-265
High 119-215 119-242 0-027 0.1% 119-267
Low 119-130 119-147 0-017 0.0% 119-090
Close 119-157 119-232 0-075 0.2% 119-232
Range 0-085 0-095 0-010 11.8% 0-177
ATR 0-120 0-118 -0-002 -1.5% 0-000
Volume 553,384 389,390 -163,994 -29.6% 2,091,056
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-172 120-137 119-284
R3 120-077 120-042 119-258
R2 119-302 119-302 119-249
R1 119-267 119-267 119-241 119-284
PP 119-207 119-207 119-207 119-216
S1 119-172 119-172 119-223 119-190
S2 119-112 119-112 119-215
S3 119-017 119-077 119-206
S4 118-242 118-302 119-180
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-087 121-017 120-009
R3 120-230 120-160 119-281
R2 120-053 120-053 119-264
R1 119-303 119-303 119-248 119-250
PP 119-196 119-196 119-196 119-170
S1 119-126 119-126 119-216 119-072
S2 119-019 119-019 119-200
S3 118-162 118-269 119-183
S4 117-305 118-092 119-135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 119-090 0-270 0.7% 0-114 0.3% 53% False False 567,065
10 120-040 119-090 0-270 0.7% 0-113 0.3% 53% False False 623,912
20 120-250 119-000 1-250 1.5% 0-122 0.3% 41% False False 471,229
40 120-250 118-070 2-180 2.1% 0-103 0.3% 59% False False 236,860
60 120-250 118-010 2-240 2.3% 0-070 0.2% 62% False False 157,974
80 120-250 117-260 2-310 2.5% 0-052 0.1% 64% False False 118,533
100 120-250 117-260 2-310 2.5% 0-042 0.1% 64% False False 94,868
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
4.250 121-006
2.618 120-171
1.618 120-076
1.000 120-017
0.618 119-301
HIGH 119-242
0.618 119-206
0.500 119-194
0.382 119-183
LOW 119-147
0.618 119-088
1.000 119-052
1.618 118-313
2.618 118-218
4.250 118-063
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 119-220 119-210
PP 119-207 119-188
S1 119-194 119-166

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

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