ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 119-157 119-222 0-065 0.2% 119-265
High 119-242 119-260 0-018 0.0% 119-267
Low 119-147 119-200 0-053 0.1% 119-090
Close 119-232 119-235 0-003 0.0% 119-232
Range 0-095 0-060 -0-035 -36.8% 0-177
ATR 0-118 0-114 -0-004 -3.5% 0-000
Volume 389,390 357,732 -31,658 -8.1% 2,091,056
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-092 120-063 119-268
R3 120-032 120-003 119-252
R2 119-292 119-292 119-246
R1 119-263 119-263 119-240 119-278
PP 119-232 119-232 119-232 119-239
S1 119-203 119-203 119-230 119-218
S2 119-172 119-172 119-224
S3 119-112 119-143 119-218
S4 119-052 119-083 119-202
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
5 119-267 119-090 0-177 0.5% 0-091 0.2% 82% False False 489,757
10 120-040 119-090 0-270 0.7% 0-106 0.3% 54% False False 586,517
20 120-250 119-010 1-240 1.5% 0-121 0.3% 40% False False 488,954
40 120-250 118-070 2-180 2.1% 0-105 0.3% 59% False False 245,803
60 120-250 118-010 2-240 2.3% 0-071 0.2% 62% False False 163,933
80 120-250 117-260 2-310 2.5% 0-053 0.1% 65% False False 123,002
100 120-250 117-260 2-310 2.5% 0-043 0.1% 65% False False 98,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 120-195
2.618 120-097
1.618 120-037
1.000 120-000
0.618 119-297
HIGH 119-260
0.618 119-237
0.500 119-230
0.382 119-223
LOW 119-200
0.618 119-163
1.000 119-140
1.618 119-103
2.618 119-043
4.250 118-265
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 119-233 119-222
PP 119-232 119-208
S1 119-230 119-195

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

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