ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 118-270 119-070 0-120 0.3% 119-040
High 119-110 119-160 0-050 0.1% 119-110
Low 118-250 119-060 0-130 0.3% 118-210
Close 119-090 119-140 0-050 0.1% 119-090
Range 0-180 0-100 -0-080 -44.4% 0-220
ATR 0-081 0-083 0-001 1.6% 0-000
Volume 941 2,019 1,078 114.6% 2,273
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-100 120-060 119-195
R3 120-000 119-280 119-168
R2 119-220 119-220 119-158
R1 119-180 119-180 119-149 119-200
PP 119-120 119-120 119-120 119-130
S1 119-080 119-080 119-131 119-100
S2 119-020 119-020 119-122
S3 118-240 118-300 119-112
S4 118-140 118-200 119-085
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-050 120-290 119-211
R3 120-150 120-070 119-150
R2 119-250 119-250 119-130
R1 119-170 119-170 119-110 119-210
PP 119-030 119-030 119-030 119-050
S1 118-270 118-270 119-070 118-310
S2 118-130 118-130 119-050
S3 117-230 118-050 119-030
S4 117-010 117-150 118-289
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-160 118-210 0-270 0.7% 0-090 0.2% 93% True False 858
10 119-160 118-070 1-090 1.1% 0-067 0.2% 95% True False 451
20 119-160 118-070 1-090 1.1% 0-040 0.1% 95% True False 317
40 119-160 117-260 1-220 1.4% 0-020 0.1% 96% True False 263
60 119-160 117-260 1-220 1.4% 0-013 0.0% 96% True False 245
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-265
2.618 120-102
1.618 120-002
1.000 119-260
0.618 119-222
HIGH 119-160
0.618 119-122
0.500 119-110
0.382 119-098
LOW 119-060
0.618 118-318
1.000 118-280
1.618 118-218
2.618 118-118
4.250 117-275
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 119-130 119-102
PP 119-120 119-063
S1 119-110 119-025

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

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