ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 120-140 120-180 0-040 0.1% 120-285
High 120-182 120-222 0-040 0.1% 121-002
Low 120-115 120-150 0-035 0.1% 120-080
Close 120-172 120-200 0-028 0.1% 120-125
Range 0-067 0-072 0-005 7.5% 0-242
ATR 0-119 0-116 -0-003 -2.8% 0-000
Volume 77,421 420,861 343,440 443.6% 2,419,744
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-087 121-055 120-240
R3 121-015 120-303 120-220
R2 120-263 120-263 120-213
R1 120-231 120-231 120-207 120-247
PP 120-191 120-191 120-191 120-198
S1 120-159 120-159 120-193 120-175
S2 120-119 120-119 120-187
S3 120-047 120-087 120-180
S4 119-295 120-015 120-160
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 122-262 122-115 120-258
R3 122-020 121-193 120-192
R2 121-098 121-098 120-169
R1 120-271 120-271 120-147 120-224
PP 120-176 120-176 120-176 120-152
S1 120-029 120-029 120-103 119-302
S2 119-254 119-254 120-081
S3 119-012 119-107 120-058
S4 118-090 118-185 119-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-255 120-080 0-175 0.5% 0-094 0.2% 69% False False 407,334
10 121-107 120-080 1-027 0.9% 0-114 0.3% 35% False False 518,067
20 121-107 119-052 2-055 1.8% 0-118 0.3% 67% False False 556,398
40 121-107 119-010 2-097 1.9% 0-124 0.3% 69% False False 540,197
60 121-107 118-070 3-037 2.6% 0-112 0.3% 77% False False 361,087
80 121-107 118-010 3-097 2.7% 0-085 0.2% 79% False False 270,864
100 121-107 117-260 3-167 2.9% 0-068 0.2% 80% False False 216,733
120 121-107 117-260 3-167 2.9% 0-057 0.1% 80% False False 180,646
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-208
2.618 121-090
1.618 121-018
1.000 120-294
0.618 120-266
HIGH 120-222
0.618 120-194
0.500 120-186
0.382 120-178
LOW 120-150
0.618 120-106
1.000 120-078
1.618 120-034
2.618 119-282
4.250 119-164
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 120-195 120-184
PP 120-191 120-167
S1 120-186 120-151

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

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