ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 120-032 120-072 0-040 0.1% 119-310
High 120-125 120-072 -0-053 -0.1% 120-125
Low 119-307 119-295 -0-012 0.0% 119-240
Close 120-062 119-302 -0-080 -0.2% 120-062
Range 0-138 0-097 -0-041 -29.7% 0-205
ATR 0-129 0-127 -0-002 -1.8% 0-000
Volume 29,532 34,399 4,867 16.5% 426,635
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-301 120-238 120-035
R3 120-204 120-141 120-009
R2 120-107 120-107 120-000
R1 120-044 120-044 119-311 120-027
PP 120-010 120-010 120-010 120-001
S1 119-267 119-267 119-293 119-250
S2 119-233 119-233 119-284
S3 119-136 119-170 119-275
S4 119-039 119-073 119-249
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 122-011 121-241 120-175
R3 121-126 121-036 120-118
R2 120-241 120-241 120-100
R1 120-151 120-151 120-081 120-196
PP 120-036 120-036 120-036 120-058
S1 119-266 119-266 120-043 119-311
S2 119-151 119-151 120-024
S3 118-266 119-061 120-006
S4 118-061 118-176 119-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-125 119-242 0-203 0.5% 0-104 0.3% 30% False False 58,038
10 120-240 119-240 1-000 0.8% 0-126 0.3% 19% False False 695,528
20 121-047 119-150 1-217 1.4% 0-133 0.3% 28% False False 708,081
40 121-047 118-277 2-090 1.9% 0-120 0.3% 47% False False 630,947
60 121-047 118-127 2-240 2.3% 0-128 0.3% 56% False False 632,371
80 121-047 118-037 3-010 2.5% 0-128 0.3% 60% False False 623,821
100 121-047 118-037 3-010 2.5% 0-118 0.3% 60% False False 499,416
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-164
2.618 121-006
1.618 120-229
1.000 120-169
0.618 120-132
HIGH 120-072
0.618 120-035
0.500 120-024
0.382 120-012
LOW 119-295
0.618 119-235
1.000 119-198
1.618 119-138
2.618 119-041
4.250 118-203
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 120-024 120-046
PP 120-010 120-025
S1 119-316 120-003

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

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