ECBOT 5 Year T-Note Future December 2015

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	119-005	119-037	0-032	0.1%	119-090
High	119-045	119-102	0-057	0.1%	119-107
Low	118-260	119-020	0-080	0.2%	118-285
Close	119-027	119-052	0-025	0.1%	119-015
Range	0-105	0-082	-0-023	-21.9%	0-142
ATR	0-098	0-097	-0-001	-1.1%	0-000
Volume	1,522,107	1,700,721	178,614	11.7%	3,701,912

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-304	119-260	119-097
R3	119-222	119-178	119-075
R2	119-140	119-140	119-067
R1	119-096	119-096	119-060	119-118
PP	119-058	119-058	119-058	119-069
S1	119-014	119-014	119-044	119-036
S2	118-296	118-296	119-037
S3	118-214	118-252	119-029
S4	118-132	118-170	119-007

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-135	120-057	119-093
R3	119-313	119-235	119-054
R2	119-171	119-171	119-041
R1	119-093	119-093	119-028	119-061
PP	119-029	119-029	119-029	119-013
S1	118-271	118-271	119-002	118-239
S2	118-207	118-207	118-309
S3	118-065	118-129	118-296
S4	117-243	117-307	118-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-102	118-260	0-162	0.4%	0-080	0.2%	69%	True	False	1,098,610
10	119-107	118-240	0-187	0.5%	0-079	0.2%	71%	False	False	827,093
20	120-187	118-152	2-035	1.8%	0-100	0.3%	33%	False	False	835,389
40	121-107	118-152	2-275	2.4%	0-102	0.3%	24%	False	False	672,594
60	121-107	118-152	2-275	2.4%	0-107	0.3%	24%	False	False	645,465
80	121-107	118-152	2-275	2.4%	0-112	0.3%	24%	False	False	542,298
100	121-107	118-070	3-037	2.6%	0-098	0.3%	30%	False	False	433,902
120	121-107	117-260	3-167	3.0%	0-081	0.2%	38%	False	False	361,619

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	0-019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-130
2.618	119-317
1.618	119-235
1.000	119-184
0.618	119-153
HIGH	119-102
0.618	119-071
0.500	119-061
0.382	119-051
LOW	119-020
0.618	118-289
1.000	118-258
1.618	118-207
2.618	118-125
4.250	117-312

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	119-061	119-042
PP	119-058	119-031
S1	119-055	119-021

Download as Excel Spreadsheet

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

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