ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 119-275 120-020 0-065 0.2% 119-222
High 120-055 120-025 -0-030 -0.1% 120-055
Low 119-272 119-250 -0-022 -0.1% 119-047
Close 120-035 119-257 -0-098 -0.3% 120-035
Range 0-103 0-095 -0-008 -7.8% 1-008
ATR 0-127 0-125 -0-002 -1.2% 0-000
Volume 657,183 438,442 -218,741 -33.3% 3,194,093
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-249 120-188 119-309
R3 120-154 120-093 119-283
R2 120-059 120-059 119-274
R1 119-318 119-318 119-266 119-301
PP 119-284 119-284 119-284 119-276
S1 119-223 119-223 119-248 119-206
S2 119-189 119-189 119-240
S3 119-094 119-128 119-231
S4 118-319 119-033 119-205
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 122-283 122-167 120-215
R3 121-275 121-159 120-125
R2 120-267 120-267 120-095
R1 120-151 120-151 120-065 120-209
PP 119-259 119-259 119-259 119-288
S1 119-143 119-143 120-005 119-201
S2 118-251 118-251 119-295
S3 117-243 118-135 119-265
S4 116-235 117-127 119-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-055 119-047 1-008 0.9% 0-149 0.4% 64% False False 654,960
10 120-055 119-047 1-008 0.9% 0-120 0.3% 64% False False 572,359
20 120-250 119-047 1-203 1.4% 0-132 0.3% 40% False False 648,158
40 120-250 118-200 2-050 1.8% 0-117 0.3% 55% False False 327,660
60 120-250 118-010 2-240 2.3% 0-083 0.2% 64% False False 218,495
80 120-250 117-260 2-310 2.5% 0-063 0.2% 67% False False 163,924
100 120-250 117-260 2-310 2.5% 0-050 0.1% 67% False False 131,181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-109
2.618 120-274
1.618 120-179
1.000 120-120
0.618 120-084
HIGH 120-025
0.618 119-309
0.500 119-298
0.382 119-286
LOW 119-250
0.618 119-191
1.000 119-155
1.618 119-096
2.618 119-001
4.250 118-166
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 119-298 119-244
PP 119-284 119-231
S1 119-270 119-218

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

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