ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 120-170 120-285 0-115 0.3% 120-022
High 121-107 121-002 -0-105 -0.3% 121-107
Low 120-135 120-202 0-067 0.2% 120-010
Close 120-307 120-212 -0-095 -0.2% 120-307
Range 0-292 0-120 -0-172 -58.9% 1-097
ATR 0-133 0-132 -0-001 -0.7% 0-000
Volume 1,001,640 446,175 -555,465 -55.5% 3,437,103
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-285 121-209 120-278
R3 121-165 121-089 120-245
R2 121-045 121-045 120-234
R1 120-289 120-289 120-223 120-267
PP 120-245 120-245 120-245 120-234
S1 120-169 120-169 120-201 120-147
S2 120-125 120-125 120-190
S3 120-005 120-049 120-179
S4 119-205 119-249 120-146
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 124-219 124-040 121-216
R3 123-122 122-263 121-102
R2 122-025 122-025 121-063
R1 121-166 121-166 121-025 121-256
PP 120-248 120-248 120-248 120-293
S1 120-069 120-069 120-269 120-158
S2 119-151 119-151 120-231
S3 118-054 118-292 120-192
S4 116-277 117-195 120-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-107 120-072 1-035 0.9% 0-146 0.4% 39% False False 676,399
10 121-107 119-242 1-185 1.3% 0-130 0.3% 57% False False 608,676
20 121-107 119-047 2-060 1.8% 0-125 0.3% 69% False False 590,517
40 121-107 118-280 2-147 2.0% 0-128 0.3% 73% False False 479,307
60 121-107 118-070 3-037 2.6% 0-105 0.3% 78% False False 319,906
80 121-107 118-010 3-097 2.7% 0-079 0.2% 80% False False 239,982
100 121-107 117-260 3-167 2.9% 0-063 0.2% 81% False False 192,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-192
2.618 121-316
1.618 121-196
1.000 121-122
0.618 121-076
HIGH 121-002
0.618 120-276
0.500 120-262
0.382 120-248
LOW 120-202
0.618 120-128
1.000 120-082
1.618 120-008
2.618 119-208
4.250 119-012
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 120-262 120-280
PP 120-245 120-257
S1 120-229 120-234

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

View Archives - Comment on this page... - Back to Index of Symbols