ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 120-057 119-225 -0-152 -0.4% 120-072
High 120-070 119-265 -0-125 -0.3% 120-072
Low 119-187 119-190 0-003 0.0% 119-222
Close 119-215 119-200 -0-015 0.0% 120-045
Range 0-203 0-075 -0-128 -63.1% 0-170
ATR 0-121 0-118 -0-003 -2.7% 0-000
Volume 15,904 9,628 -6,276 -39.5% 84,118
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-123 120-077 119-241
R3 120-048 120-002 119-221
R2 119-293 119-293 119-214
R1 119-247 119-247 119-207 119-232
PP 119-218 119-218 119-218 119-211
S1 119-172 119-172 119-193 119-158
S2 119-143 119-143 119-186
S3 119-068 119-097 119-179
S4 118-313 119-022 119-159
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-196 121-131 120-138
R3 121-026 120-281 120-092
R2 120-176 120-176 120-076
R1 120-111 120-111 120-061 120-058
PP 120-006 120-006 120-006 119-300
S1 119-261 119-261 120-029 119-208
S2 119-156 119-156 120-014
S3 118-306 119-091 119-318
S4 118-136 118-241 119-272
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 119-187 0-203 0.5% 0-100 0.3% 6% False False 13,500
10 120-125 119-187 0-258 0.7% 0-102 0.3% 5% False False 25,177
20 121-047 119-167 1-200 1.4% 0-123 0.3% 6% False False 542,427
40 121-047 119-010 2-037 1.8% 0-119 0.3% 28% False False 555,201
60 121-047 118-185 2-182 2.1% 0-124 0.3% 41% False False 569,780
80 121-047 118-037 3-010 2.5% 0-126 0.3% 50% False False 620,202
100 121-047 118-037 3-010 2.5% 0-122 0.3% 50% False False 500,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-264
2.618 120-141
1.618 120-066
1.000 120-020
0.618 119-311
HIGH 119-265
0.618 119-236
0.500 119-228
0.382 119-219
LOW 119-190
0.618 119-144
1.000 119-115
1.618 119-069
2.618 118-314
4.250 118-191
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 119-228 119-288
PP 119-218 119-259
S1 119-209 119-230

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

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