ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 119-050 118-280 -0-090 -0.2% 118-150
High 119-050 118-300 -0-070 -0.2% 118-260
Low 119-000 118-260 -0-060 -0.2% 118-070
Close 119-010 118-300 -0-030 -0.1% 118-260
Range 0-050 0-040 -0-010 -20.0% 0-190
ATR 0-073 0-073 0-000 -0.3% 0-000
Volume 75 329 254 338.7% 508
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-087 119-073 119-002
R3 119-047 119-033 118-311
R2 119-007 119-007 118-307
R1 118-313 118-313 118-304 119-000
PP 118-287 118-287 118-287 118-290
S1 118-273 118-273 118-296 118-280
S2 118-247 118-247 118-293
S3 118-207 118-233 118-289
S4 118-167 118-193 118-278
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
5 119-050 118-220 0-150 0.4% 0-030 0.1% 53% False False 91
10 119-050 118-070 0-300 0.8% 0-036 0.1% 77% False False 93
20 119-120 118-070 1-050 1.0% 0-022 0.1% 62% False False 154
40 119-120 117-260 1-180 1.3% 0-011 0.0% 72% False False 181
60 119-120 117-260 1-180 1.3% 0-007 0.0% 72% False False 190
Crabel Price Patterns
NR True
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-150
2.618 119-085
1.618 119-045
1.000 119-020
0.618 119-005
HIGH 118-300
0.618 118-285
0.500 118-280
0.382 118-275
LOW 118-260
0.618 118-235
1.000 118-220
1.618 118-195
2.618 118-155
4.250 118-090
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 118-293 118-315
PP 118-287 118-310
S1 118-280 118-305

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

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