ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 120-285 120-215 -0-070 -0.2% 120-022
High 121-002 120-255 -0-067 -0.2% 121-107
Low 120-202 120-192 -0-010 0.0% 120-010
Close 120-212 120-240 0-028 0.1% 120-307
Range 0-120 0-063 -0-057 -47.5% 1-097
ATR 0-132 0-127 -0-005 -3.7% 0-000
Volume 446,175 435,181 -10,994 -2.5% 3,437,103
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-098 121-072 120-275
R3 121-035 121-009 120-257
R2 120-292 120-292 120-252
R1 120-266 120-266 120-246 120-279
PP 120-229 120-229 120-229 120-236
S1 120-203 120-203 120-234 120-216
S2 120-166 120-166 120-228
S3 120-103 120-140 120-223
S4 120-040 120-077 120-205
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 124-219 124-040 121-216
R3 123-122 122-263 121-102
R2 122-025 122-025 121-063
R1 121-166 121-166 121-025 121-256
PP 120-248 120-248 120-248 120-293
S1 120-069 120-069 120-269 120-158
S2 119-151 119-151 120-231
S3 118-054 118-292 120-192
S4 116-277 117-195 120-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-107 120-082 1-025 0.9% 0-135 0.3% 46% False False 628,801
10 121-107 119-242 1-185 1.3% 0-123 0.3% 63% False False 602,369
20 121-107 119-047 2-060 1.8% 0-123 0.3% 73% False False 588,765
40 121-107 118-300 2-127 2.0% 0-128 0.3% 76% False False 490,167
60 121-107 118-070 3-037 2.6% 0-106 0.3% 81% False False 327,156
80 121-107 118-010 3-097 2.7% 0-080 0.2% 82% False False 245,419
100 121-107 117-260 3-167 2.9% 0-064 0.2% 83% False False 196,377
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 0-030
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 121-203
2.618 121-100
1.618 121-037
1.000 120-318
0.618 120-294
HIGH 120-255
0.618 120-231
0.500 120-224
0.382 120-216
LOW 120-192
0.618 120-153
1.000 120-129
1.618 120-090
2.618 120-027
4.250 119-244
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 120-234 120-281
PP 120-229 120-267
S1 120-224 120-254

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

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