ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 120-020 119-262 -0-078 -0.2% 119-222
High 120-025 120-077 0-052 0.1% 120-055
Low 119-250 119-260 0-010 0.0% 119-047
Close 119-257 120-057 0-120 0.3% 120-035
Range 0-095 0-137 0-042 44.2% 1-008
ATR 0-125 0-127 0-001 0.8% 0-000
Volume 438,442 498,244 59,802 13.6% 3,194,093
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-116 121-063 120-132
R3 120-299 120-246 120-095
R2 120-162 120-162 120-082
R1 120-109 120-109 120-070 120-136
PP 120-025 120-025 120-025 120-038
S1 119-292 119-292 120-044 119-318
S2 119-208 119-208 120-032
S3 119-071 119-155 120-019
S4 118-254 119-018 119-302
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
5 120-077 119-052 1-025 0.9% 0-132 0.3% 94% True False 613,519
10 120-077 119-047 1-030 0.9% 0-124 0.3% 94% True False 575,161
20 120-120 119-047 1-073 1.0% 0-128 0.3% 84% False False 667,208
40 120-250 118-200 2-050 1.8% 0-120 0.3% 72% False False 340,116
60 120-250 118-070 2-180 2.1% 0-086 0.2% 76% False False 226,796
80 120-250 117-260 2-310 2.5% 0-064 0.2% 80% False False 170,149
100 120-250 117-260 2-310 2.5% 0-051 0.1% 80% False False 136,161
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 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-019
2.618 121-116
1.618 120-299
1.000 120-214
0.618 120-162
HIGH 120-077
0.618 120-025
0.500 120-008
0.382 119-312
LOW 119-260
0.618 119-175
1.000 119-123
1.618 119-038
2.618 118-221
4.250 117-318
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 120-041 120-039
PP 120-025 120-021
S1 120-008 120-004

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.