ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 118-260 118-318 0-058 0.2% 119-218
High 118-260 118-318 0-058 0.2% 119-218
Low 118-260 118-318 0-058 0.2% 118-273
Close 118-260 118-318 0-058 0.2% 118-273
Range
ATR 0-071 0-070 -0-001 -1.3% 0-000
Volume
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 118-318 118-318 118-318
R3 118-318 118-318 118-318
R2 118-318 118-318 118-318
R1 118-318 118-318 118-318 118-318
PP 118-318 118-318 118-318 118-318
S1 118-318 118-318 118-318 118-318
S2 118-318 118-318 118-318
S3 118-318 118-318 118-318
S4 118-318 118-318 118-318
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 121-196 121-019 119-098
R3 120-251 120-074 119-025
R2 119-306 119-306 119-001
R1 119-129 119-129 118-297 119-085
PP 119-041 119-041 119-041 119-019
S1 118-184 118-184 118-248 118-140
S2 118-096 118-096 118-224
S3 117-151 117-239 118-200
S4 116-206 116-294 118-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-318 118-233 0-085 0.2% 0-000 0.0% 100% True False
10 119-218 118-233 0-305 0.8% 0-000 0.0% 28% False False
20 119-218 118-060 1-158 1.3% 0-000 0.0% 54% False False
40 119-218 118-018 1-200 1.4% 0-000 0.0% 58% False False
60 119-218 118-007 1-210 1.4% 0-000 0.0% 58% False False
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 118-318
2.618 118-318
1.618 118-318
1.000 118-318
0.618 118-318
HIGH 118-318
0.618 118-318
0.500 118-318
0.382 118-318
LOW 118-318
0.618 118-318
1.000 118-318
1.618 118-318
2.618 118-318
4.250 118-318
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 118-318 118-308
PP 118-318 118-298
S1 118-318 118-289

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

View Archives - Comment on this page... - Back to Index of Symbols