ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 120-072 119-310 -0-082 -0.2% 119-310
High 120-072 120-010 -0-062 -0.2% 120-125
Low 119-295 119-222 -0-073 -0.2% 119-240
Close 119-302 120-002 0-020 0.1% 120-062
Range 0-097 0-108 0-011 11.3% 0-205
ATR 0-127 0-125 -0-001 -1.1% 0-000
Volume 34,399 15,959 -18,440 -53.6% 426,635
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-295 120-257 120-061
R3 120-187 120-149 120-032
R2 120-079 120-079 120-022
R1 120-041 120-041 120-012 120-060
PP 119-291 119-291 119-291 119-301
S1 119-253 119-253 119-312 119-272
S2 119-183 119-183 119-302
S3 119-075 119-145 119-292
S4 118-287 119-037 119-263
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
5 120-125 119-222 0-223 0.6% 0-104 0.3% 45% False True 36,853
10 120-210 119-222 0-308 0.8% 0-119 0.3% 32% False True 524,059
20 121-047 119-162 1-205 1.4% 0-128 0.3% 30% False False 670,555
40 121-047 118-277 2-090 1.9% 0-120 0.3% 50% False False 618,910
60 121-047 118-127 2-240 2.3% 0-128 0.3% 59% False False 623,857
80 121-047 118-037 3-010 2.5% 0-128 0.3% 62% False False 623,894
100 121-047 118-037 3-010 2.5% 0-118 0.3% 62% False False 499,566
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-149
2.618 120-293
1.618 120-185
1.000 120-118
0.618 120-077
HIGH 120-010
0.618 119-289
0.500 119-276
0.382 119-263
LOW 119-222
0.618 119-155
1.000 119-114
1.618 119-047
2.618 118-259
4.250 118-083
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 119-307 120-014
PP 119-291 120-010
S1 119-276 120-006

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

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