ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 119-260 120-030 0-090 0.2% 119-040
High 120-030 120-250 0-220 0.6% 120-030
Low 119-250 120-020 0-090 0.2% 119-010
Close 120-000 120-130 0-130 0.3% 120-000
Range 0-100 0-230 0-130 130.0% 1-020
ATR 0-108 0-118 0-010 9.5% 0-000
Volume 37,750 117,245 79,495 210.6% 90,715
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-183 122-067 120-256
R3 121-273 121-157 120-193
R2 121-043 121-043 120-172
R1 120-247 120-247 120-151 120-305
PP 120-133 120-133 120-133 120-162
S1 120-017 120-017 120-109 120-075
S2 119-223 119-223 120-088
S3 118-313 119-107 120-067
S4 118-083 118-197 120-004
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 122-287 122-163 120-187
R3 121-267 121-143 120-094
R2 120-247 120-247 120-062
R1 120-123 120-123 120-031 120-185
PP 119-227 119-227 119-227 119-258
S1 119-103 119-103 119-289 119-165
S2 118-207 118-207 119-258
S3 117-187 118-083 119-226
S4 116-167 117-063 119-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-250 119-010 1-240 1.5% 0-140 0.4% 79% True False 40,669
10 120-250 118-300 1-270 1.5% 0-135 0.4% 80% True False 23,881
20 120-250 118-200 2-050 1.8% 0-112 0.3% 83% True False 13,024
40 120-250 118-070 2-180 2.1% 0-065 0.2% 85% True False 6,590
60 120-250 117-260 2-310 2.5% 0-043 0.1% 87% True False 4,463
80 120-250 117-260 2-310 2.5% 0-032 0.1% 87% True False 3,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 123-268
2.618 122-212
1.618 121-302
1.000 121-160
0.618 121-072
HIGH 120-250
0.618 120-162
0.500 120-135
0.382 120-108
LOW 120-020
0.618 119-198
1.000 119-110
1.618 118-288
2.618 118-058
4.250 117-002
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 120-135 120-107
PP 120-133 120-083
S1 120-132 120-060

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

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