ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 119-060 119-200 0-140 0.4% 119-020
High 119-220 119-260 0-040 0.1% 119-280
Low 119-010 119-190 0-180 0.5% 118-280
Close 119-200 119-220 0-020 0.1% 119-020
Range 0-210 0-070 -0-140 -66.7% 1-000
ATR 0-109 0-106 -0-003 -2.5% 0-000
Volume 10,950 31,315 20,365 186.0% 31,661
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 120-113 120-077 119-258
R3 120-043 120-007 119-239
R2 119-293 119-293 119-233
R1 119-257 119-257 119-226 119-275
PP 119-223 119-223 119-223 119-232
S1 119-187 119-187 119-214 119-205
S2 119-153 119-153 119-207
S3 119-083 119-117 119-201
S4 119-013 119-047 119-182
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-087 121-213 119-196
R3 121-087 120-213 119-108
R2 120-087 120-087 119-079
R1 119-213 119-213 119-049 119-180
PP 119-087 119-087 119-087 119-070
S1 118-213 118-213 118-311 118-180
S2 118-087 118-087 118-281
S3 117-087 117-213 118-252
S4 116-087 116-213 118-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-260 119-000 0-260 0.7% 0-102 0.3% 85% True False 11,239
10 119-280 118-270 1-010 0.9% 0-117 0.3% 82% False False 8,581
20 119-280 118-200 1-080 1.0% 0-099 0.3% 85% False False 5,276
40 119-280 118-010 1-270 1.5% 0-056 0.1% 90% False False 2,725
60 119-280 117-260 2-020 1.7% 0-038 0.1% 91% False False 1,886
80 119-280 117-260 2-020 1.7% 0-028 0.1% 91% False False 1,467
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-238
2.618 120-123
1.618 120-053
1.000 120-010
0.618 119-303
HIGH 119-260
0.618 119-233
0.500 119-225
0.382 119-217
LOW 119-190
0.618 119-147
1.000 119-120
1.618 119-077
2.618 119-007
4.250 118-212
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 119-225 119-192
PP 119-223 119-163
S1 119-222 119-135

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

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