ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 120-015 119-305 -0-030 -0.1% 119-030
High 120-015 120-022 0-007 0.0% 119-173
Low 119-318 119-305 -0-013 0.0% 119-030
Close 120-015 119-305 -0-030 -0.1% 119-122
Range 0-018 0-038 0-020 114.3% 0-142
ATR 0-071 0-069 -0-002 -3.4% 0-000
Volume
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-110 120-085 120-006
R3 120-073 120-047 119-315
R2 120-035 120-035 119-312
R1 120-010 120-010 119-308 120-004
PP 119-317 119-317 119-317 119-314
S1 119-292 119-292 119-302 119-286
S2 119-280 119-280 119-298
S3 119-242 119-255 119-295
S4 119-205 119-217 119-284
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
5 120-025 119-122 0-222 0.6% 0-029 0.1% 82% False False
10 120-025 119-030 0-315 0.8% 0-014 0.0% 87% False False
20 120-025 118-158 1-187 1.3% 0-007 0.0% 92% False False
40 120-025 118-060 1-285 1.6% 0-004 0.0% 93% False False
60 120-025 118-018 2-007 1.7% 0-002 0.0% 94% False False
80 120-025 117-260 2-085 1.9% 0-002 0.0% 94% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-182
2.618 120-121
1.618 120-083
1.000 120-060
0.618 120-046
HIGH 120-022
0.618 120-008
0.500 120-004
0.382 119-319
LOW 119-305
0.618 119-282
1.000 119-267
1.618 119-244
2.618 119-207
4.250 119-146
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 120-004 120-005
PP 119-317 119-318
S1 119-311 119-312

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

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