ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 119-252 119-272 0-020 0.1% 120-100
High 119-285 119-275 -0-010 0.0% 120-222
Low 119-197 119-180 -0-017 0.0% 119-197
Close 119-247 119-187 -0-060 -0.2% 119-247
Range 0-088 0-095 0-007 8.0% 1-025
ATR 0-110 0-108 -0-001 -0.9% 0-000
Volume 917,817 548,628 -369,189 -40.2% 3,653,170
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 120-179 120-118 119-239
R3 120-084 120-023 119-213
R2 119-309 119-309 119-204
R1 119-248 119-248 119-196 119-231
PP 119-214 119-214 119-214 119-206
S1 119-153 119-153 119-178 119-136
S2 119-119 119-119 119-170
S3 119-024 119-058 119-161
S4 118-249 118-283 119-135
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
5 120-222 119-180 1-042 0.9% 0-116 0.3% 2% False True 759,652
10 120-240 119-180 1-060 1.0% 0-102 0.3% 2% False True 636,656
20 121-032 119-180 1-172 1.3% 0-098 0.3% 1% False True 539,393
40 121-107 119-047 2-060 1.8% 0-112 0.3% 20% False False 564,955
60 121-107 118-280 2-147 2.1% 0-118 0.3% 29% False False 499,336
80 121-107 118-070 3-037 2.6% 0-103 0.3% 44% False False 374,778
100 121-107 118-010 3-097 2.8% 0-083 0.2% 47% False False 299,864
120 121-107 117-260 3-167 2.9% 0-069 0.2% 50% False False 249,922
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-039
2.618 120-204
1.618 120-109
1.000 120-050
0.618 120-014
HIGH 119-275
0.618 119-239
0.500 119-228
0.382 119-216
LOW 119-180
0.618 119-121
1.000 119-085
1.618 119-026
2.618 118-251
4.250 118-096
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 119-228 119-268
PP 119-214 119-241
S1 119-200 119-214

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

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