ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 120-180 120-207 0-027 0.1% 120-285
High 120-222 121-030 0-128 0.3% 121-002
Low 120-150 120-202 0-052 0.1% 120-080
Close 120-200 121-012 0-132 0.3% 120-125
Range 0-072 0-148 0-076 105.6% 0-242
ATR 0-116 0-118 0-002 2.1% 0-000
Volume 420,861 658,580 237,719 56.5% 2,419,744
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 122-099 122-043 121-093
R3 121-271 121-215 121-053
R2 121-123 121-123 121-039
R1 121-067 121-067 121-026 121-095
PP 120-295 120-295 120-295 120-308
S1 120-239 120-239 120-318 120-267
S2 120-147 120-147 120-305
S3 119-319 120-091 120-291
S4 119-171 119-263 120-251
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
5 121-030 120-080 0-270 0.7% 0-103 0.3% 93% True False 445,947
10 121-107 120-080 1-027 0.9% 0-117 0.3% 73% False False 513,299
20 121-107 119-062 2-045 1.8% 0-121 0.3% 86% False False 558,166
40 121-107 119-010 2-097 1.9% 0-125 0.3% 87% False False 556,509
60 121-107 118-170 2-257 2.3% 0-113 0.3% 89% False False 372,064
80 121-107 118-010 3-097 2.7% 0-087 0.2% 91% False False 279,094
100 121-107 117-260 3-167 2.9% 0-070 0.2% 92% False False 223,317
120 121-107 117-260 3-167 2.9% 0-058 0.2% 92% False False 186,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 123-019
2.618 122-097
1.618 121-269
1.000 121-178
0.618 121-121
HIGH 121-030
0.618 120-293
0.500 120-276
0.382 120-259
LOW 120-202
0.618 120-111
1.000 120-054
1.618 119-283
2.618 119-135
4.250 118-213
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 120-313 120-299
PP 120-295 120-266
S1 120-276 120-232

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

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