ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 119-122 119-185 0-062 0.2% 119-030
High 119-122 119-273 0-150 0.4% 119-173
Low 119-122 119-185 0-062 0.2% 119-030
Close 119-122 119-273 0-150 0.4% 119-122
Range 0-000 0-088 0-088 0-142
ATR 0-069 0-075 0-006 8.4% 0-000
Volume 0 1 1 0
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-186 120-157 120-001
R3 120-098 120-069 119-297
R2 120-011 120-011 119-289
R1 119-302 119-302 119-281 119-316
PP 119-243 119-243 119-243 119-251
S1 119-214 119-214 119-264 119-229
S2 119-156 119-156 119-256
S3 119-068 119-127 119-248
S4 118-301 119-039 119-224
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
5 119-273 119-122 0-150 0.4% 0-018 0.0% 100% True False
10 119-273 118-158 1-115 1.1% 0-009 0.0% 100% True False
20 119-273 118-158 1-115 1.1% 0-004 0.0% 100% True False
40 119-273 118-018 1-255 1.5% 0-002 0.0% 100% True False
60 119-273 118-018 1-255 1.5% 0-001 0.0% 100% True False
80 119-273 117-260 2-013 1.7% 0-001 0.0% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 121-004
2.618 120-182
1.618 120-094
1.000 120-040
0.618 120-007
HIGH 119-273
0.618 119-239
0.500 119-229
0.382 119-218
LOW 119-185
0.618 119-131
1.000 119-097
1.618 119-043
2.618 118-276
4.250 118-133
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 119-258 119-248
PP 119-243 119-223
S1 119-229 119-198

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

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