ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 119-262 120-045 0-103 0.3% 119-222
High 120-077 120-097 0-020 0.1% 120-055
Low 119-260 120-002 0-062 0.2% 119-047
Close 120-057 120-037 -0-020 -0.1% 120-035
Range 0-137 0-095 -0-042 -30.7% 1-008
ATR 0-127 0-124 -0-002 -1.8% 0-000
Volume 498,244 464,665 -33,579 -6.7% 3,194,093
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-010 120-279 120-089
R3 120-235 120-184 120-063
R2 120-140 120-140 120-054
R1 120-089 120-089 120-046 120-067
PP 120-045 120-045 120-045 120-034
S1 119-314 119-314 120-028 119-292
S2 119-270 119-270 120-020
S3 119-175 119-219 120-011
S4 119-080 119-124 119-305
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
5 120-097 119-062 1-035 0.9% 0-134 0.3% 83% True False 581,808
10 120-097 119-047 1-050 1.0% 0-122 0.3% 84% True False 553,821
20 120-097 119-047 1-050 1.0% 0-124 0.3% 84% True False 673,794
40 120-250 118-200 2-050 1.8% 0-121 0.3% 69% False False 351,731
60 120-250 118-070 2-180 2.1% 0-087 0.2% 74% False False 234,537
80 120-250 117-260 2-310 2.5% 0-065 0.2% 78% False False 175,955
100 120-250 117-260 2-310 2.5% 0-052 0.1% 78% False False 140,805
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-181
2.618 121-026
1.618 120-251
1.000 120-192
0.618 120-156
HIGH 120-097
0.618 120-061
0.500 120-050
0.382 120-038
LOW 120-002
0.618 119-263
1.000 119-227
1.618 119-168
2.618 119-073
4.250 118-238
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 120-050 120-029
PP 120-045 120-021
S1 120-041 120-014

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

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