ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 119-005 119-025 0-020 0.1% 119-090
High 119-057 119-060 0-003 0.0% 119-107
Low 118-305 119-000 0-015 0.0% 118-285
Close 119-032 119-015 -0-017 0.0% 119-015
Range 0-072 0-060 -0-012 -16.7% 0-142
ATR 0-100 0-097 -0-003 -2.9% 0-000
Volume 761,907 772,628 10,721 1.4% 3,701,912
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-205 119-170 119-048
R3 119-145 119-110 119-032
R2 119-085 119-085 119-026
R1 119-050 119-050 119-020 119-038
PP 119-025 119-025 119-025 119-019
S1 118-310 118-310 119-010 118-298
S2 118-285 118-285 119-004
S3 118-225 118-250 118-318
S4 118-165 118-190 118-302
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 120-135 120-057 119-093
R3 119-313 119-235 119-054
R2 119-171 119-171 119-041
R1 119-093 119-093 119-028 119-061
PP 119-029 119-029 119-029 119-013
S1 118-271 118-271 119-002 118-239
S2 118-207 118-207 118-309
S3 118-065 118-129 118-296
S4 117-243 117-307 118-257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-107 118-285 0-142 0.4% 0-076 0.2% 35% False False 740,382
10 119-107 118-160 0-267 0.7% 0-078 0.2% 66% False False 644,622
20 120-222 118-152 2-070 1.9% 0-099 0.3% 26% False False 719,302
40 121-107 118-152 2-275 2.4% 0-103 0.3% 20% False False 621,385
60 121-107 118-152 2-275 2.4% 0-109 0.3% 20% False False 615,509
80 121-107 118-152 2-275 2.4% 0-114 0.3% 20% False False 502,049
100 121-107 118-070 3-037 2.6% 0-096 0.3% 27% False False 401,678
120 121-107 117-260 3-167 3.0% 0-080 0.2% 35% False False 334,766
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-315
2.618 119-217
1.618 119-157
1.000 119-120
0.618 119-097
HIGH 119-060
0.618 119-037
0.500 119-030
0.382 119-023
LOW 119-000
0.618 118-283
1.000 118-260
1.618 118-223
2.618 118-163
4.250 118-065
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 119-030 119-016
PP 119-025 119-016
S1 119-020 119-015

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

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