ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	119-045	119-005	-0-040	-0.1%	118-235
High	119-052	119-057	0-005	0.0%	119-050
Low	118-292	118-305	0-013	0.0%	118-160
Close	119-025	119-032	0-007	0.0%	119-020
Range	0-080	0-072	-0-008	-10.0%	0-210
ATR	0-102	0-100	-0-002	-2.1%	0-000
Volume	735,687	761,907	26,220	3.6%	2,744,317

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-241	119-208	119-072
R3	119-169	119-136	119-052
R2	119-097	119-097	119-045
R1	119-064	119-064	119-039	119-080
PP	119-025	119-025	119-025	119-033
S1	118-312	118-312	119-025	119-008
S2	118-273	118-273	119-019
S3	118-201	118-240	119-012
S4	118-129	118-168	118-312

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-280	120-200	119-136
R3	120-070	119-310	119-078
R2	119-180	119-180	119-058
R1	119-100	119-100	119-039	119-140
PP	118-290	118-290	118-290	118-310
S1	118-210	118-210	119-001	118-250
S2	118-080	118-080	118-302
S3	117-190	118-000	118-282
S4	116-300	117-110	118-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-107	118-255	0-172	0.5%	0-087	0.2%	56%	False	False	701,177
10	119-107	118-152	0-275	0.7%	0-097	0.3%	73%	False	False	691,993
20	120-222	118-152	2-070	1.9%	0-102	0.3%	28%	False	False	711,012
40	121-107	118-152	2-275	2.4%	0-104	0.3%	22%	False	False	617,964
60	121-107	118-152	2-275	2.4%	0-110	0.3%	22%	False	False	624,704
80	121-107	118-152	2-275	2.4%	0-114	0.3%	22%	False	False	492,403
100	121-107	118-070	3-037	2.6%	0-095	0.3%	28%	False	False	393,953
120	121-107	117-260	3-167	3.0%	0-079	0.2%	37%	False	False	328,329

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	0-013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-043
2.618	119-245
1.618	119-173
1.000	119-129
0.618	119-101
HIGH	119-057
0.618	119-029
0.500	119-021
0.382	119-013
LOW	118-305
0.618	118-261
1.000	118-233
1.618	118-189
2.618	118-117
4.250	117-319

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	119-028	119-026
PP	119-025	119-021
S1	119-021	119-015

Download as Excel Spreadsheet

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

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