ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 118-157 118-200 0-043 0.1% 118-240
High 118-207 118-267 0-060 0.2% 118-262
Low 118-090 118-185 0-095 0.3% 118-118
Close 118-192 118-215 0-023 0.1% 118-170
Range 0-117 0-082 -0-035 -29.9% 0-145
ATR 0-092 0-092 -0-001 -0.8% 0-000
Volume 1,002,305 1,295,415 293,110 29.2% 470,528
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-148 119-104 118-260
R3 119-066 119-022 118-238
R2 118-304 118-304 118-230
R1 118-260 118-260 118-223 118-282
PP 118-222 118-222 118-222 118-234
S1 118-178 118-178 118-207 118-200
S2 118-140 118-140 118-200
S3 118-058 118-096 118-192
S4 117-296 118-014 118-170
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-298 119-219 118-250
R3 119-153 119-074 118-210
R2 119-008 119-008 118-197
R1 118-249 118-249 118-183 118-216
PP 118-183 118-183 118-183 118-167
S1 118-104 118-104 118-157 118-071
S2 118-038 118-038 118-143
S3 117-213 117-279 118-130
S4 117-068 117-134 118-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-267 118-090 0-177 0.5% 0-081 0.2% 71% True False 544,700
10 118-267 118-067 0-200 0.5% 0-078 0.2% 74% True False 280,687
20 120-055 117-302 2-073 1.9% 0-099 0.3% 33% False False 141,242
40 120-245 117-302 2-262 2.4% 0-079 0.2% 26% False False 71,432
60 120-245 117-302 2-262 2.4% 0-054 0.1% 26% False False 47,621
80 120-245 117-302 2-262 2.4% 0-041 0.1% 26% False False 35,716
100 120-245 117-302 2-262 2.4% 0-032 0.1% 26% False False 28,572
120 120-245 117-260 2-305 2.5% 0-027 0.1% 29% False False 23,810
Crabel Price Patterns
NR True
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 True
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-296
2.618 119-162
1.618 119-080
1.000 119-029
0.618 118-318
HIGH 118-267
0.618 118-236
0.500 118-226
0.382 118-216
LOW 118-185
0.618 118-134
1.000 118-103
1.618 118-052
2.618 117-290
4.250 117-156
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 118-226 118-203
PP 118-222 118-191
S1 118-219 118-178

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

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