ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 118-232 118-230 -0-002 0.0% 118-157
High 118-245 119-025 0-100 0.3% 118-267
Low 118-172 118-182 0-010 0.0% 118-090
Close 118-217 119-000 0-103 0.3% 118-232
Range 0-073 0-163 0-090 123.3% 0-177
ATR 0-086 0-092 0-005 6.4% 0-000
Volume 591,749 670,449 78,700 13.3% 3,543,398
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 120-131 120-069 119-090
R3 119-288 119-226 119-045
R2 119-125 119-125 119-030
R1 119-063 119-063 119-015 119-094
PP 118-282 118-282 118-282 118-298
S1 118-220 118-220 118-305 118-251
S2 118-119 118-119 118-290
S3 117-276 118-057 118-275
S4 117-113 117-214 118-230
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
5 119-025 118-172 0-173 0.5% 0-087 0.2% 86% True False 760,658
10 119-025 118-090 0-255 0.7% 0-086 0.2% 90% True False 523,137
20 119-058 117-302 1-075 1.0% 0-092 0.2% 85% False False 266,636
40 120-227 117-302 2-245 2.3% 0-082 0.2% 38% False False 134,128
60 120-245 117-302 2-262 2.4% 0-060 0.2% 37% False False 89,419
80 120-245 117-302 2-262 2.4% 0-045 0.1% 37% False False 67,064
100 120-245 117-302 2-262 2.4% 0-036 0.1% 37% False False 53,651
120 120-245 117-302 2-262 2.4% 0-030 0.1% 37% False False 44,709
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 0-022
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 121-078
2.618 120-132
1.618 119-289
1.000 119-188
0.618 119-126
HIGH 119-025
0.618 118-283
0.500 118-264
0.382 118-244
LOW 118-182
0.618 118-081
1.000 118-019
1.618 117-238
2.618 117-075
4.250 116-129
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 118-301 118-300
PP 118-282 118-279
S1 118-264 118-258

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

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