ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 119-145 119-065 -0-080 -0.2% 120-100
High 119-155 119-097 -0-058 -0.2% 120-222
Low 119-035 119-015 -0-020 -0.1% 119-197
Close 119-065 119-047 -0-018 0.0% 119-247
Range 0-120 0-082 -0-038 -31.7% 1-025
ATR 0-108 0-106 -0-002 -1.7% 0-000
Volume 964,302 910,999 -53,303 -5.5% 3,653,170
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-299 119-255 119-092
R3 119-217 119-173 119-070
R2 119-135 119-135 119-062
R1 119-091 119-091 119-055 119-072
PP 119-053 119-053 119-053 119-044
S1 119-009 119-009 119-039 118-310
S2 118-291 118-291 119-032
S3 118-209 118-247 119-024
S4 118-127 118-165 119-002
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
5 119-285 119-015 0-270 0.7% 0-095 0.2% 12% False True 791,627
10 120-222 119-015 1-207 1.4% 0-106 0.3% 6% False True 730,030
20 121-032 119-015 2-017 1.7% 0-098 0.3% 5% False True 588,105
40 121-107 119-015 2-092 1.9% 0-111 0.3% 4% False True 584,706
60 121-107 119-000 2-107 2.0% 0-116 0.3% 6% False False 540,668
80 121-107 118-070 3-037 2.6% 0-106 0.3% 30% False False 405,916
100 121-107 118-010 3-097 2.8% 0-086 0.2% 34% False False 324,775
120 121-107 117-260 3-167 3.0% 0-071 0.2% 38% False False 270,680
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-126
2.618 119-312
1.618 119-230
1.000 119-179
0.618 119-148
HIGH 119-097
0.618 119-066
0.500 119-056
0.382 119-046
LOW 119-015
0.618 118-284
1.000 118-253
1.618 118-202
2.618 118-120
4.250 117-306
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 119-056 119-114
PP 119-053 119-091
S1 119-050 119-069

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

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