ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 118-230 119-040 0-130 0.3% 118-150
High 118-260 119-050 0-110 0.3% 118-260
Low 118-230 119-020 0-110 0.3% 118-070
Close 118-260 119-030 0-090 0.2% 118-260
Range 0-030 0-030 0-000 0.0% 0-190
ATR 0-072 0-075 0-003 3.8% 0-000
Volume 25 2 -23 -92.0% 508
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-123 119-107 119-046
R3 119-093 119-077 119-038
R2 119-063 119-063 119-036
R1 119-047 119-047 119-033 119-040
PP 119-033 119-033 119-033 119-030
S1 119-017 119-017 119-027 119-010
S2 119-003 119-003 119-024
S3 118-293 118-307 119-022
S4 118-263 118-277 119-014
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
5 119-050 118-070 0-300 0.8% 0-044 0.1% 93% True False 45
10 119-050 118-070 0-300 0.8% 0-034 0.1% 93% True False 101
20 119-120 118-070 1-050 1.0% 0-017 0.0% 76% False False 155
40 119-120 117-260 1-180 1.3% 0-008 0.0% 82% False False 182
60 119-120 117-260 1-180 1.3% 0-006 0.0% 82% False False 191
Crabel Price Patterns
NR False
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 0-002
Fibonacci Retracements and Extensions
4.250 119-178
2.618 119-129
1.618 119-099
1.000 119-080
0.618 119-069
HIGH 119-050
0.618 119-039
0.500 119-035
0.382 119-031
LOW 119-020
0.618 119-001
1.000 118-310
1.618 118-291
2.618 118-261
4.250 118-212
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 119-035 119-012
PP 119-033 118-313
S1 119-032 118-295

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

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