ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 118-220 118-230 0-010 0.0% 118-150
High 118-220 118-260 0-040 0.1% 118-260
Low 118-220 118-230 0-010 0.0% 118-070
Close 118-220 118-260 0-040 0.1% 118-260
Range 0-000 0-030 0-030 0-190
ATR 0-074 0-072 -0-002 -3.3% 0-000
Volume 25 25 0 0.0% 508
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-020 119-010 118-276
R3 118-310 118-300 118-268
R2 118-280 118-280 118-266
R1 118-270 118-270 118-263 118-275
PP 118-250 118-250 118-250 118-252
S1 118-240 118-240 118-257 118-245
S2 118-220 118-220 118-254
S3 118-190 118-210 118-252
S4 118-160 118-180 118-244
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 120-127 120-063 119-044
R3 119-257 119-193 118-312
R2 119-067 119-067 118-295
R1 119-003 119-003 118-277 119-035
PP 118-197 118-197 118-197 118-212
S1 118-133 118-133 118-243 118-165
S2 118-007 118-007 118-225
S3 117-137 117-263 118-208
S4 116-267 117-073 118-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-260 118-070 0-190 0.5% 0-048 0.1% 100% True False 101
10 118-260 118-070 0-190 0.5% 0-031 0.1% 100% True False 122
20 119-120 118-010 1-110 1.1% 0-016 0.0% 58% False False 165
40 119-120 117-260 1-180 1.3% 0-008 0.0% 64% False False 187
60 119-120 117-260 1-180 1.3% 0-005 0.0% 64% False False 194
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 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-068
2.618 119-019
1.618 118-309
1.000 118-290
0.618 118-279
HIGH 118-260
0.618 118-249
0.500 118-245
0.382 118-241
LOW 118-230
0.618 118-211
1.000 118-200
1.618 118-181
2.618 118-151
4.250 118-102
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 118-255 118-245
PP 118-250 118-230
S1 118-245 118-215

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

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