ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 119-305 119-157 -0-148 -0.4% 119-140
High 120-000 119-182 -0-138 -0.4% 119-302
Low 119-147 119-052 -0-095 -0.2% 119-065
Close 119-182 119-105 -0-077 -0.2% 119-270
Range 0-173 0-130 -0-043 -24.9% 0-237
ATR 0-125 0-125 0-000 0.3% 0-000
Volume 607,751 816,922 209,171 34.4% 3,073,219
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-183 120-114 119-176
R3 120-053 119-304 119-141
R2 119-243 119-243 119-129
R1 119-174 119-174 119-117 119-144
PP 119-113 119-113 119-113 119-098
S1 119-044 119-044 119-093 119-014
S2 118-303 118-303 119-081
S3 118-173 118-234 119-069
S4 118-043 118-104 119-034
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-283 121-194 120-080
R3 121-046 120-277 120-015
R2 120-129 120-129 119-313
R1 120-040 120-040 119-292 120-084
PP 119-212 119-212 119-212 119-235
S1 119-123 119-123 119-248 119-168
S2 118-295 118-295 119-227
S3 118-058 118-206 119-205
S4 117-141 117-289 119-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-017 119-052 0-285 0.7% 0-139 0.4% 19% False True 708,936
10 120-017 119-010 1-007 0.9% 0-114 0.3% 29% False False 603,462
20 120-017 118-277 1-060 1.0% 0-118 0.3% 39% False False 568,966
40 120-017 118-037 1-300 1.6% 0-127 0.3% 63% False False 607,133
60 120-017 118-037 1-300 1.6% 0-128 0.3% 63% False False 570,652
80 120-080 118-037 2-043 1.8% 0-112 0.3% 57% False False 428,255
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 False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-094
2.618 120-202
1.618 120-072
1.000 119-312
0.618 119-262
HIGH 119-182
0.618 119-132
0.500 119-117
0.382 119-102
LOW 119-052
0.618 118-292
1.000 118-242
1.618 118-162
2.618 118-032
4.250 117-140
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 119-117 119-194
PP 119-113 119-165
S1 119-109 119-135

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

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