ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 119-173 119-122 -0-050 -0.1% 119-030
High 119-173 119-122 -0-050 -0.1% 119-173
Low 119-173 119-122 -0-050 -0.1% 119-030
Close 119-173 119-122 -0-050 -0.1% 119-122
Range
ATR 0-070 0-069 -0-001 -2.1% 0-000
Volume
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 119-122 119-122 119-122
R3 119-122 119-122 119-122
R2 119-122 119-122 119-122
R1 119-122 119-122 119-122 119-122
PP 119-122 119-122 119-122 119-122
S1 119-122 119-122 119-122 119-122
S2 119-122 119-122 119-122
S3 119-122 119-122 119-122
S4 119-122 119-122 119-122
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-216 120-152 119-201
R3 120-073 120-009 119-162
R2 119-251 119-251 119-149
R1 119-187 119-187 119-136 119-219
PP 119-108 119-108 119-108 119-124
S1 119-044 119-044 119-109 119-076
S2 118-286 118-286 119-096
S3 118-143 118-222 119-083
S4 118-001 118-079 119-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-173 119-030 0-142 0.4% 0-000 0.0% 65% False False
10 119-173 118-158 1-015 0.9% 0-000 0.0% 85% False False
20 119-173 118-158 1-015 0.9% 0-000 0.0% 85% False False
40 119-218 118-018 1-200 1.4% 0-000 0.0% 82% False False
60 119-218 118-018 1-200 1.4% 0-000 0.0% 82% False False
80 119-218 117-260 1-278 1.6% 0-000 0.0% 84% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-122
2.618 119-122
1.618 119-122
1.000 119-122
0.618 119-122
HIGH 119-122
0.618 119-122
0.500 119-122
0.382 119-122
LOW 119-122
0.618 119-122
1.000 119-122
1.618 119-122
2.618 119-122
4.250 119-122
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 119-122 119-148
PP 119-122 119-139
S1 119-122 119-131

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

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