ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 120-150 120-195 0-045 0.1% 120-140
High 120-217 120-232 0-015 0.0% 121-032
Low 120-142 120-155 0-013 0.0% 120-115
Close 120-190 120-210 0-020 0.1% 120-217
Range 0-075 0-077 0-002 2.7% 0-237
ATR 0-109 0-106 -0-002 -2.1% 0-000
Volume 437,865 569,999 132,134 30.2% 2,026,499
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-110 121-077 120-252
R3 121-033 121-000 120-231
R2 120-276 120-276 120-224
R1 120-243 120-243 120-217 120-260
PP 120-199 120-199 120-199 120-207
S1 120-166 120-166 120-203 120-182
S2 120-122 120-122 120-196
S3 120-045 120-089 120-189
S4 119-288 120-012 120-168
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
5 120-270 120-132 0-138 0.4% 0-079 0.2% 57% False False 461,364
10 121-032 120-080 0-272 0.7% 0-090 0.2% 48% False False 446,179
20 121-107 119-242 1-185 1.3% 0-107 0.3% 57% False False 524,917
40 121-107 119-047 2-060 1.8% 0-114 0.3% 69% False False 581,550
60 121-107 118-200 2-227 2.2% 0-118 0.3% 75% False False 419,534
80 121-107 118-070 3-037 2.6% 0-094 0.2% 78% False False 314,689
100 121-107 117-260 3-167 2.9% 0-075 0.2% 81% False False 251,793
120 121-107 117-260 3-167 2.9% 0-062 0.2% 81% False False 209,862
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-239
2.618 121-114
1.618 121-037
1.000 120-309
0.618 120-280
HIGH 120-232
0.618 120-203
0.500 120-194
0.382 120-184
LOW 120-155
0.618 120-107
1.000 120-078
1.618 120-030
2.618 119-273
4.250 119-148
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 120-204 120-202
PP 120-199 120-194
S1 120-194 120-186

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

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