ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 120-015 119-252 -0-083 -0.2% 120-100
High 120-035 119-285 -0-070 -0.2% 120-222
Low 119-240 119-197 -0-043 -0.1% 119-197
Close 119-250 119-247 -0-003 0.0% 119-247
Range 0-115 0-088 -0-027 -23.5% 1-025
ATR 0-111 0-110 -0-002 -1.5% 0-000
Volume 902,770 917,817 15,047 1.7% 3,653,170
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-187 120-145 119-295
R3 120-099 120-057 119-271
R2 120-011 120-011 119-263
R1 119-289 119-289 119-255 119-266
PP 119-243 119-243 119-243 119-232
S1 119-201 119-201 119-239 119-178
S2 119-155 119-155 119-231
S3 119-067 119-113 119-223
S4 118-299 119-025 119-199
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 123-084 122-190 120-117
R3 122-059 121-165 120-022
R2 121-034 121-034 119-310
R1 120-140 120-140 119-279 120-074
PP 120-009 120-009 120-009 119-296
S1 119-115 119-115 119-215 119-050
S2 118-304 118-304 119-184
S3 117-279 118-090 119-152
S4 116-254 117-065 119-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-222 119-197 1-025 0.9% 0-110 0.3% 14% False True 730,634
10 120-240 119-197 1-043 0.9% 0-099 0.3% 14% False True 623,917
20 121-032 119-197 1-155 1.2% 0-099 0.3% 11% False True 534,271
40 121-107 119-047 2-060 1.8% 0-114 0.3% 29% False False 569,846
60 121-107 118-270 2-157 2.1% 0-118 0.3% 37% False False 490,212
80 121-107 118-070 3-037 2.6% 0-102 0.3% 50% False False 367,923
100 121-107 118-010 3-097 2.8% 0-082 0.2% 53% False False 294,380
120 121-107 117-260 3-167 2.9% 0-068 0.2% 56% False False 245,351
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 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-019
2.618 120-195
1.618 120-107
1.000 120-053
0.618 120-019
HIGH 119-285
0.618 119-251
0.500 119-241
0.382 119-231
LOW 119-197
0.618 119-143
1.000 119-109
1.618 119-055
2.618 118-287
4.250 118-143
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 119-245 120-032
PP 119-243 119-317
S1 119-241 119-282

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

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