ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 119-070 119-075 0-005 0.0% 119-265
High 119-137 119-300 0-163 0.4% 119-267
Low 119-052 119-062 0-010 0.0% 119-090
Close 119-065 119-260 0-195 0.5% 119-232
Range 0-085 0-238 0-153 180.0% 0-177
ATR 0-120 0-128 0-008 7.1% 0-000
Volume 623,221 850,506 227,285 36.5% 2,091,056
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-281 121-189 120-071
R3 121-043 120-271 120-005
R2 120-125 120-125 119-304
R1 120-033 120-033 119-282 120-079
PP 119-207 119-207 119-207 119-230
S1 119-115 119-115 119-238 119-161
S2 118-289 118-289 119-216
S3 118-051 118-197 119-195
S4 117-133 117-279 119-129
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
5 119-300 119-047 0-253 0.7% 0-141 0.4% 84% True False 585,260
10 120-040 119-047 0-313 0.8% 0-127 0.3% 68% False False 597,381
20 120-250 119-047 1-203 1.4% 0-131 0.3% 41% False False 596,830
40 120-250 118-200 2-050 1.8% 0-113 0.3% 55% False False 300,271
60 120-250 118-010 2-240 2.3% 0-080 0.2% 65% False False 200,242
80 120-250 117-260 2-310 2.5% 0-060 0.2% 67% False False 150,234
100 120-250 117-260 2-310 2.5% 0-048 0.1% 67% False False 120,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 123-032
2.618 121-283
1.618 121-045
1.000 120-218
0.618 120-127
HIGH 119-300
0.618 119-209
0.500 119-181
0.382 119-153
LOW 119-062
0.618 118-235
1.000 118-144
1.618 117-317
2.618 117-079
4.250 116-010
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 119-234 119-231
PP 119-207 119-202
S1 119-181 119-174

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

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