ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 118-150 118-150 0-000 0.0% 118-110
High 118-150 118-150 0-000 0.0% 118-240
Low 118-150 118-100 -0-050 -0.1% 118-110
Close 118-150 118-100 -0-050 -0.1% 118-150
Range 0-000 0-050 0-050 0-130
ATR 0-078 0-076 -0-002 -2.5% 0-000
Volume 11 282 271 2,463.6% 718
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 118-267 118-233 118-128
R3 118-217 118-183 118-114
R2 118-167 118-167 118-109
R1 118-133 118-133 118-105 118-125
PP 118-117 118-117 118-117 118-112
S1 118-083 118-083 118-095 118-075
S2 118-067 118-067 118-091
S3 118-017 118-033 118-086
S4 117-287 117-303 118-072
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-237 119-163 118-222
R3 119-107 119-033 118-186
R2 118-297 118-297 118-174
R1 118-223 118-223 118-162 118-260
PP 118-167 118-167 118-167 118-185
S1 118-093 118-093 118-138 118-130
S2 118-037 118-037 118-126
S3 117-227 117-283 118-114
S4 117-097 117-153 118-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-240 118-100 0-140 0.4% 0-024 0.1% 0% False True 158
10 119-120 118-100 1-020 0.9% 0-012 0.0% 0% False True 183
20 119-120 118-010 1-110 1.1% 0-006 0.0% 21% False False 196
40 119-120 117-260 1-180 1.3% 0-003 0.0% 32% False False 202
60 119-220 117-260 1-280 1.6% 0-002 0.0% 27% False False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 119-042
2.618 118-281
1.618 118-231
1.000 118-200
0.618 118-181
HIGH 118-150
0.618 118-131
0.500 118-125
0.382 118-119
LOW 118-100
0.618 118-069
1.000 118-050
1.618 118-019
2.618 117-289
4.250 117-208
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 118-125 118-140
PP 118-117 118-127
S1 118-108 118-113

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

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