ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 119-072 118-235 -0-157 -0.4% 119-272
High 119-087 118-237 -0-170 -0.4% 119-275
Low 118-152 118-160 0-008 0.0% 118-152
Close 118-225 118-225 0-000 0.0% 118-225
Range 0-255 0-077 -0-178 -69.8% 1-123
ATR 0-117 0-114 -0-003 -2.4% 0-000
Volume 1,246,334 779,908 -466,426 -37.4% 4,286,656
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-118 119-089 118-267
R3 119-041 119-012 118-246
R2 118-284 118-284 118-239
R1 118-255 118-255 118-232 118-231
PP 118-207 118-207 118-207 118-196
S1 118-178 118-178 118-218 118-154
S2 118-130 118-130 118-211
S3 118-053 118-101 118-204
S4 117-296 118-024 118-183
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 123-053 122-102 119-149
R3 121-250 120-299 119-027
R2 120-127 120-127 118-306
R1 119-176 119-176 118-266 119-090
PP 119-004 119-004 119-004 118-281
S1 118-053 118-053 118-184 117-287
S2 117-201 117-201 118-144
S3 116-078 116-250 118-103
S4 114-275 115-127 117-301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-212 118-152 1-060 1.0% 0-125 0.3% 19% False False 903,587
10 120-222 118-152 2-070 1.9% 0-121 0.3% 10% False False 831,619
20 121-032 118-152 2-200 2.2% 0-106 0.3% 9% False False 662,740
40 121-107 118-152 2-275 2.4% 0-116 0.3% 8% False False 616,684
60 121-107 118-152 2-275 2.4% 0-118 0.3% 8% False False 574,107
80 121-107 118-070 3-037 2.6% 0-110 0.3% 16% False False 431,243
100 121-107 118-010 3-097 2.8% 0-089 0.2% 20% False False 345,033
120 121-107 117-260 3-167 3.0% 0-074 0.2% 25% False False 287,562
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-244
2.618 119-119
1.618 119-042
1.000 118-314
0.618 118-285
HIGH 118-237
0.618 118-208
0.500 118-198
0.382 118-189
LOW 118-160
0.618 118-112
1.000 118-083
1.618 118-035
2.618 117-278
4.250 117-153
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 118-216 118-284
PP 118-207 118-265
S1 118-198 118-245

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

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