ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 120-235 120-200 -0-035 -0.1% 120-140
High 120-270 120-240 -0-030 -0.1% 121-032
Low 120-200 120-177 -0-023 -0.1% 120-115
Close 120-217 120-227 0-010 0.0% 120-217
Range 0-070 0-063 -0-007 -10.0% 0-237
ATR 0-115 0-112 -0-004 -3.2% 0-000
Volume 327,629 421,243 93,614 28.6% 2,026,499
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-084 121-058 120-262
R3 121-021 120-315 120-244
R2 120-278 120-278 120-239
R1 120-252 120-252 120-233 120-265
PP 120-215 120-215 120-215 120-221
S1 120-189 120-189 120-221 120-202
S2 120-152 120-152 120-215
S3 120-089 120-126 120-210
S4 120-026 120-063 120-192
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
5 121-032 120-150 0-202 0.5% 0-096 0.2% 38% False False 474,064
10 121-032 120-080 0-272 0.7% 0-094 0.2% 54% False False 442,131
20 121-107 119-242 1-185 1.3% 0-112 0.3% 60% False False 525,403
40 121-107 119-047 2-060 1.8% 0-122 0.3% 71% False False 586,781
60 121-107 118-200 2-227 2.2% 0-116 0.3% 77% False False 393,575
80 121-107 118-010 3-097 2.7% 0-090 0.2% 81% False False 295,222
100 121-107 117-260 3-167 2.9% 0-072 0.2% 82% False False 236,219
120 121-107 117-260 3-167 2.9% 0-060 0.2% 82% False False 196,884
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-188
2.618 121-085
1.618 121-022
1.000 120-303
0.618 120-279
HIGH 120-240
0.618 120-216
0.500 120-208
0.382 120-201
LOW 120-177
0.618 120-138
1.000 120-114
1.618 120-075
2.618 120-012
4.250 119-229
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 120-221 120-264
PP 120-215 120-252
S1 120-208 120-240

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

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