ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 121-020 120-235 -0-105 -0.3% 120-140
High 121-032 120-270 -0-082 -0.2% 121-032
Low 120-227 120-200 -0-027 -0.1% 120-115
Close 120-237 120-217 -0-020 -0.1% 120-217
Range 0-125 0-070 -0-055 -44.0% 0-237
ATR 0-119 0-115 -0-003 -2.9% 0-000
Volume 542,008 327,629 -214,379 -39.6% 2,026,499
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-119 121-078 120-256
R3 121-049 121-008 120-236
R2 120-299 120-299 120-230
R1 120-258 120-258 120-223 120-244
PP 120-229 120-229 120-229 120-222
S1 120-188 120-188 120-211 120-174
S2 120-159 120-159 120-204
S3 120-089 120-118 120-198
S4 120-019 120-048 120-178
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 122-299 122-175 121-027
R3 122-062 121-258 120-282
R2 121-145 121-145 120-260
R1 121-021 121-021 120-239 121-083
PP 120-228 120-228 120-228 120-259
S1 120-104 120-104 120-195 120-166
S2 119-311 119-311 120-174
S3 119-074 119-187 120-152
S4 118-157 118-270 120-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-032 120-115 0-237 0.6% 0-096 0.2% 43% False False 405,299
10 121-032 120-080 0-272 0.7% 0-099 0.3% 50% False False 444,624
20 121-107 119-242 1-185 1.3% 0-113 0.3% 58% False False 526,263
40 121-107 119-047 2-060 1.8% 0-123 0.3% 70% False False 577,193
60 121-107 118-200 2-227 2.2% 0-115 0.3% 76% False False 386,554
80 121-107 118-010 3-097 2.7% 0-090 0.2% 80% False False 289,959
100 121-107 117-260 3-167 2.9% 0-072 0.2% 81% False False 232,009
120 121-107 117-260 3-167 2.9% 0-060 0.2% 81% False False 193,376
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-248
2.618 121-133
1.618 121-063
1.000 121-020
0.618 120-313
HIGH 120-270
0.618 120-243
0.500 120-235
0.382 120-227
LOW 120-200
0.618 120-157
1.000 120-130
1.618 120-087
2.618 120-017
4.250 119-222
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 120-235 120-276
PP 120-229 120-256
S1 120-223 120-237

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

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