ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 120-045 120-020 -0-025 -0.1% 119-222
High 120-097 120-132 0-035 0.1% 120-055
Low 120-002 120-002 0-000 0.0% 119-047
Close 120-037 120-067 0-030 0.1% 120-035
Range 0-095 0-130 0-035 36.8% 1-008
ATR 0-124 0-125 0-000 0.3% 0-000
Volume 464,665 604,759 140,094 30.1% 3,194,093
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-137 121-072 120-138
R3 121-007 120-262 120-103
R2 120-197 120-197 120-091
R1 120-132 120-132 120-079 120-164
PP 120-067 120-067 120-067 120-083
S1 120-002 120-002 120-055 120-034
S2 119-257 119-257 120-043
S3 119-127 119-192 120-031
S4 118-317 119-062 119-316
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
5 120-132 119-250 0-202 0.5% 0-112 0.3% 68% True False 532,658
10 120-132 119-047 1-085 1.1% 0-126 0.3% 84% True False 558,959
20 120-132 119-047 1-085 1.1% 0-121 0.3% 84% True False 638,183
40 120-250 118-200 2-050 1.8% 0-123 0.3% 73% False False 366,842
60 120-250 118-070 2-180 2.1% 0-089 0.2% 78% False False 244,613
80 120-250 117-260 2-310 2.5% 0-067 0.2% 81% False False 183,512
100 120-250 117-260 2-310 2.5% 0-054 0.1% 81% False False 146,851
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 2 trading days
Fibonacci Retracements and Extensions
4.250 122-044
2.618 121-152
1.618 121-022
1.000 120-262
0.618 120-212
HIGH 120-132
0.618 120-082
0.500 120-067
0.382 120-052
LOW 120-002
0.618 119-242
1.000 119-192
1.618 119-112
2.618 118-302
4.250 118-090
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 120-067 120-057
PP 120-067 120-046
S1 120-067 120-036

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

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