ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 120-240 120-150 -0-090 -0.2% 120-140
High 120-240 120-217 -0-023 -0.1% 121-032
Low 120-132 120-142 0-010 0.0% 120-115
Close 120-152 120-190 0-038 0.1% 120-217
Range 0-108 0-075 -0-033 -30.6% 0-237
ATR 0-111 0-109 -0-003 -2.3% 0-000
Volume 550,087 437,865 -112,222 -20.4% 2,026,499
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-088 121-054 120-231
R3 121-013 120-299 120-211
R2 120-258 120-258 120-204
R1 120-224 120-224 120-197 120-241
PP 120-183 120-183 120-183 120-192
S1 120-149 120-149 120-183 120-166
S2 120-108 120-108 120-176
S3 120-033 120-074 120-169
S4 119-278 119-319 120-149
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
5 121-032 120-132 0-220 0.6% 0-088 0.2% 26% False False 455,766
10 121-032 120-080 0-272 0.7% 0-096 0.2% 40% False False 450,857
20 121-107 119-242 1-185 1.3% 0-109 0.3% 53% False False 526,655
40 121-107 119-047 2-060 1.8% 0-117 0.3% 66% False False 600,225
60 121-107 118-200 2-227 2.2% 0-117 0.3% 73% False False 410,039
80 121-107 118-070 3-037 2.6% 0-093 0.2% 76% False False 307,566
100 121-107 117-260 3-167 2.9% 0-074 0.2% 79% False False 246,095
120 121-107 117-260 3-167 2.9% 0-062 0.2% 79% False False 205,114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-216
2.618 121-093
1.618 121-018
1.000 120-292
0.618 120-263
HIGH 120-217
0.618 120-188
0.500 120-180
0.382 120-171
LOW 120-142
0.618 120-096
1.000 120-067
1.618 120-021
2.618 119-266
4.250 119-143
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 120-186 120-189
PP 120-183 120-187
S1 120-180 120-186

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

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