ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 120-185 120-015 -0-170 -0.4% 120-200
High 120-187 120-035 -0-152 -0.4% 120-240
Low 120-000 119-240 -0-080 -0.2% 120-082
Close 120-017 119-250 -0-087 -0.2% 120-102
Range 0-187 0-115 -0-072 -38.5% 0-158
ATR 0-111 0-111 0-000 0.3% 0-000
Volume 931,499 902,770 -28,729 -3.1% 2,586,007
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-307 120-233 119-313
R3 120-192 120-118 119-282
R2 120-077 120-077 119-271
R1 120-003 120-003 119-261 119-302
PP 119-282 119-282 119-282 119-271
S1 119-208 119-208 119-239 119-188
S2 119-167 119-167 119-229
S3 119-052 119-093 119-218
S4 118-257 118-298 119-187
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-295 121-197 120-189
R3 121-137 121-039 120-145
R2 120-299 120-299 120-131
R1 120-201 120-201 120-116 120-171
PP 120-141 120-141 120-141 120-126
S1 120-043 120-043 120-088 120-013
S2 119-303 119-303 120-073
S3 119-145 119-205 120-059
S4 118-307 119-047 120-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-222 119-240 0-302 0.8% 0-116 0.3% 3% False True 668,433
10 120-270 119-240 1-030 0.9% 0-098 0.3% 3% False True 564,898
20 121-107 119-240 1-187 1.3% 0-110 0.3% 2% False True 538,462
40 121-107 119-047 2-060 1.8% 0-114 0.3% 29% False False 561,940
60 121-107 118-240 2-187 2.2% 0-118 0.3% 40% False False 474,961
80 121-107 118-070 3-037 2.6% 0-101 0.3% 50% False False 356,453
100 121-107 117-260 3-167 2.9% 0-081 0.2% 56% False False 285,204
120 121-107 117-260 3-167 2.9% 0-067 0.2% 56% False False 237,705
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 0-015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-204
2.618 121-016
1.618 120-221
1.000 120-150
0.618 120-106
HIGH 120-035
0.618 119-311
0.500 119-298
0.382 119-284
LOW 119-240
0.618 119-169
1.000 119-125
1.618 119-054
2.618 118-259
4.250 118-071
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 119-298 120-071
PP 119-282 120-024
S1 119-266 119-297

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

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