ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 119-005 119-007 0-002 0.0% 118-270
High 119-005 119-007 0-002 0.0% 119-005
Low 119-005 119-007 0-002 0.0% 118-250
Close 119-005 119-007 0-002 0.0% 119-005
Range
ATR 0-064 0-060 -0-004 -6.9% 0-000
Volume
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 119-007 119-007 119-007
R3 119-007 119-007 119-007
R2 119-007 119-007 119-007
R1 119-007 119-007 119-007 119-007
PP 119-007 119-007 119-007 119-007
S1 119-007 119-007 119-007 119-007
S2 119-007 119-007 119-007
S3 119-007 119-007 119-007
S4 119-007 119-007 119-007
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 119-205 119-180 119-046
R3 119-130 119-105 119-026
R2 119-055 119-055 119-019
R1 119-030 119-030 119-012 119-042
PP 118-300 118-300 118-300 118-306
S1 118-275 118-275 118-318 118-288
S2 118-225 118-225 118-311
S3 118-150 118-200 118-304
S4 118-075 118-125 118-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-007 118-250 0-077 0.2% 0-000 0.0% 100% True False
10 119-035 118-233 0-122 0.3% 0-000 0.0% 78% False False
20 119-218 118-155 1-062 1.0% 0-000 0.0% 45% False False
40 119-218 118-018 1-200 1.4% 0-000 0.0% 60% False False
60 119-218 118-007 1-210 1.4% 0-000 0.0% 60% 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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-007
2.618 119-007
1.618 119-007
1.000 119-007
0.618 119-007
HIGH 119-007
0.618 119-007
0.500 119-007
0.382 119-007
LOW 119-007
0.618 119-007
1.000 119-007
1.618 119-007
2.618 119-007
4.250 119-007
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 119-007 118-315
PP 119-007 118-302
S1 119-007 118-289

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

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