ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 120-022 120-102 0-080 0.2% 120-020
High 120-110 120-187 0-077 0.2% 120-132
Low 120-010 120-072 0-062 0.2% 119-242
Close 120-107 120-175 0-068 0.2% 120-017
Range 0-100 0-115 0-015 15.0% 0-210
ATR 0-124 0-124 -0-001 -0.5% 0-000
Volume 501,279 673,173 171,894 34.3% 2,641,925
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-170 121-127 120-238
R3 121-055 121-012 120-207
R2 120-260 120-260 120-196
R1 120-217 120-217 120-186 120-238
PP 120-145 120-145 120-145 120-155
S1 120-102 120-102 120-164 120-124
S2 120-030 120-030 120-154
S3 119-235 119-307 120-143
S4 119-120 119-192 120-112
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 122-014 121-225 120-132
R3 121-124 121-015 120-075
R2 120-234 120-234 120-056
R1 120-125 120-125 120-036 120-074
PP 120-024 120-024 120-024 119-318
S1 119-235 119-235 119-318 119-184
S2 119-134 119-134 119-298
S3 118-244 119-025 119-279
S4 118-034 118-135 119-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-187 119-242 0-265 0.7% 0-110 0.3% 95% True False 575,938
10 120-187 119-052 1-135 1.2% 0-121 0.3% 97% True False 594,728
20 120-187 119-047 1-140 1.2% 0-118 0.3% 97% True False 591,206
40 120-250 118-200 2-050 1.8% 0-122 0.3% 89% False False 412,001
60 120-250 118-070 2-180 2.1% 0-095 0.2% 91% False False 274,773
80 120-250 117-260 2-310 2.5% 0-071 0.2% 92% False False 206,132
100 120-250 117-260 2-310 2.5% 0-057 0.1% 92% False False 164,947
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
4.250 122-036
2.618 121-168
1.618 121-053
1.000 120-302
0.618 120-258
HIGH 120-187
0.618 120-143
0.500 120-130
0.382 120-116
LOW 120-072
0.618 120-001
1.000 119-277
1.618 119-206
2.618 119-091
4.250 118-223
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 120-160 120-135
PP 120-145 120-095
S1 120-130 120-054

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

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