ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 120-157 120-185 0-028 0.1% 120-020
High 120-200 120-215 0-015 0.0% 120-132
Low 120-082 120-132 0-050 0.1% 119-242
Close 120-165 120-160 -0-005 0.0% 120-017
Range 0-118 0-083 -0-035 -29.7% 0-210
ATR 0-123 0-120 -0-003 -2.3% 0-000
Volume 706,267 554,744 -151,523 -21.5% 2,641,925
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-098 121-052 120-206
R3 121-015 120-289 120-183
R2 120-252 120-252 120-175
R1 120-206 120-206 120-168 120-188
PP 120-169 120-169 120-169 120-160
S1 120-123 120-123 120-152 120-104
S2 120-086 120-086 120-145
S3 120-003 120-040 120-137
S4 119-240 119-277 120-114
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
5 120-215 119-242 0-293 0.8% 0-105 0.3% 81% True False 614,255
10 120-215 119-242 0-293 0.8% 0-109 0.3% 81% True False 573,457
20 120-215 119-047 1-168 1.3% 0-118 0.3% 89% True False 585,419
40 120-250 118-240 2-010 1.7% 0-122 0.3% 86% False False 443,210
60 120-250 118-070 2-180 2.1% 0-098 0.3% 89% False False 295,783
80 120-250 117-260 2-310 2.5% 0-074 0.2% 91% False False 221,890
100 120-250 117-260 2-310 2.5% 0-059 0.2% 91% False False 177,553
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-021
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 121-248
2.618 121-112
1.618 121-029
1.000 120-298
0.618 120-266
HIGH 120-215
0.618 120-183
0.500 120-174
0.382 120-164
LOW 120-132
0.618 120-081
1.000 120-049
1.618 119-318
2.618 119-235
4.250 119-099
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 120-174 120-154
PP 120-169 120-149
S1 120-164 120-144

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

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