ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 119-222 119-235 0-013 0.0% 119-265
High 119-260 119-272 0-012 0.0% 119-267
Low 119-200 119-047 -0-153 -0.4% 119-090
Close 119-235 119-080 -0-155 -0.4% 119-232
Range 0-060 0-225 0-165 275.0% 0-177
ATR 0-114 0-122 0-008 6.9% 0-000
Volume 357,732 705,451 347,719 97.2% 2,091,056
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-168 121-029 119-204
R3 120-263 120-124 119-142
R2 120-038 120-038 119-121
R1 119-219 119-219 119-101 119-176
PP 119-133 119-133 119-133 119-112
S1 118-314 118-314 119-059 118-271
S2 118-228 118-228 119-039
S3 118-003 118-089 119-018
S4 117-098 117-184 118-276
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
5 119-272 119-047 0-225 0.6% 0-116 0.3% 15% True True 536,804
10 120-040 119-047 0-313 0.8% 0-115 0.3% 11% False True 587,684
20 120-250 119-010 1-240 1.5% 0-130 0.3% 13% False False 523,996
40 120-250 118-070 2-180 2.1% 0-109 0.3% 40% False False 263,432
60 120-250 118-010 2-240 2.3% 0-075 0.2% 44% False False 175,687
80 120-250 117-260 2-310 2.5% 0-056 0.1% 48% False False 131,817
100 120-250 117-260 2-310 2.5% 0-045 0.1% 48% False False 105,495
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 0-023
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 122-268
2.618 121-221
1.618 120-316
1.000 120-177
0.618 120-091
HIGH 119-272
0.618 119-186
0.500 119-160
0.382 119-133
LOW 119-047
0.618 118-228
1.000 118-142
1.618 118-003
2.618 117-098
4.250 116-051
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 119-160 119-160
PP 119-133 119-133
S1 119-106 119-106

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

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