ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 120-102 120-157 0-055 0.1% 120-020
High 120-187 120-200 0-013 0.0% 120-132
Low 120-072 120-082 0-010 0.0% 119-242
Close 120-175 120-165 -0-010 0.0% 120-017
Range 0-115 0-118 0-003 2.6% 0-210
ATR 0-124 0-123 0-000 -0.3% 0-000
Volume 673,173 706,267 33,094 4.9% 2,641,925
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-183 121-132 120-230
R3 121-065 121-014 120-197
R2 120-267 120-267 120-187
R1 120-216 120-216 120-176 120-242
PP 120-149 120-149 120-149 120-162
S1 120-098 120-098 120-154 120-124
S2 120-031 120-031 120-143
S3 119-233 119-300 120-133
S4 119-115 119-182 120-100
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
5 120-200 119-242 0-278 0.7% 0-115 0.3% 87% True False 624,258
10 120-200 119-062 1-138 1.2% 0-124 0.3% 92% True False 603,033
20 120-200 119-047 1-153 1.2% 0-118 0.3% 93% True False 589,450
40 120-250 118-200 2-050 1.8% 0-122 0.3% 88% False False 429,577
60 120-250 118-070 2-180 2.1% 0-097 0.3% 90% False False 286,541
80 120-250 117-260 2-310 2.5% 0-073 0.2% 91% False False 214,958
100 120-250 117-260 2-310 2.5% 0-058 0.2% 91% False False 172,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-062
2.618 121-189
1.618 121-071
1.000 120-318
0.618 120-273
HIGH 120-200
0.618 120-155
0.500 120-141
0.382 120-127
LOW 120-082
0.618 120-009
1.000 119-284
1.618 119-211
2.618 119-093
4.250 118-220
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 120-157 120-145
PP 120-149 120-125
S1 120-141 120-105

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

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