ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 118-200 118-232 0-032 0.1% 118-157
High 118-257 118-245 -0-012 0.0% 118-267
Low 118-195 118-172 -0-023 -0.1% 118-090
Close 118-232 118-217 -0-015 0.0% 118-232
Range 0-062 0-073 0-011 17.7% 0-177
ATR 0-087 0-086 -0-001 -1.2% 0-000
Volume 402,260 591,749 189,489 47.1% 3,543,398
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-110 119-077 118-257
R3 119-037 119-004 118-237
R2 118-284 118-284 118-230
R1 118-251 118-251 118-224 118-231
PP 118-211 118-211 118-211 118-202
S1 118-178 118-178 118-210 118-158
S2 118-138 118-138 118-204
S3 118-065 118-105 118-197
S4 117-312 118-032 118-177
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 120-087 120-017 119-009
R3 119-230 119-160 118-281
R2 119-053 119-053 118-264
R1 118-303 118-303 118-248 119-018
PP 118-196 118-196 118-196 118-214
S1 118-126 118-126 118-216 118-161
S2 118-019 118-019 118-200
S3 117-162 117-269 118-183
S4 116-305 117-092 118-135
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% 0-078 0.2% 72% False False 827,029
10 118-267 118-090 0-177 0.5% 0-076 0.2% 72% False False 460,567
20 119-133 117-302 1-150 1.2% 0-089 0.2% 50% False False 233,114
40 120-227 117-302 2-245 2.3% 0-080 0.2% 26% False False 117,367
60 120-245 117-302 2-262 2.4% 0-057 0.2% 26% False False 78,245
80 120-245 117-302 2-262 2.4% 0-043 0.1% 26% False False 58,683
100 120-245 117-302 2-262 2.4% 0-034 0.1% 26% False False 46,947
120 120-245 117-302 2-262 2.4% 0-029 0.1% 26% False False 39,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-235
2.618 119-116
1.618 119-043
1.000 118-318
0.618 118-290
HIGH 118-245
0.618 118-217
0.500 118-208
0.382 118-200
LOW 118-172
0.618 118-127
1.000 118-099
1.618 118-054
2.618 117-301
4.250 117-182
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 118-214 118-216
PP 118-211 118-215
S1 118-208 118-214

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

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