ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	119-077	119-162	0-085	0.2%	119-005
High	119-187	119-165	-0-022	-0.1%	119-102
Low	119-030	119-062	0-032	0.1%	118-260
Close	119-160	119-095	-0-065	-0.2%	119-077
Range	0-157	0-103	-0-054	-34.4%	0-162
ATR	0-094	0-095	0-001	0.7%	0-000
Volume	92,694	50,071	-42,623	-46.0%	4,629,908

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-096	120-039	119-152
R3	119-313	119-256	119-123
R2	119-210	119-210	119-114
R1	119-153	119-153	119-104	119-130
PP	119-107	119-107	119-107	119-096
S1	119-050	119-050	119-086	119-027
S2	119-004	119-004	119-076
S3	118-221	118-267	119-067
S4	118-118	118-164	119-038

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-206	120-143	119-166
R3	120-044	119-301	119-122
R2	119-202	119-202	119-107
R1	119-139	119-139	119-092	119-170
PP	119-040	119-040	119-040	119-055
S1	118-297	118-297	119-062	119-008
S2	118-198	118-198	119-047
S3	118-036	118-135	119-032
S4	117-194	117-293	118-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-187	119-020	0-167	0.4%	0-088	0.2%	45%	False	False	345,875
10	119-187	118-260	0-247	0.6%	0-084	0.2%	63%	False	False	722,242
20	119-187	118-152	1-035	0.9%	0-093	0.2%	74%	False	False	726,003
40	121-032	118-152	2-200	2.2%	0-096	0.3%	31%	False	False	637,228
60	121-107	118-152	2-275	2.4%	0-105	0.3%	29%	False	False	621,074
80	121-107	118-152	2-275	2.4%	0-112	0.3%	29%	False	False	563,697
100	121-107	118-070	3-037	2.6%	0-102	0.3%	35%	False	False	451,185
120	121-107	118-010	3-097	2.8%	0-085	0.2%	38%	False	False	376,022

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	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-283
2.618	120-115
1.618	120-012
1.000	119-268
0.618	119-229
HIGH	119-165
0.618	119-126
0.500	119-114
0.382	119-101
LOW	119-062
0.618	118-318
1.000	118-279
1.618	118-215
2.618	118-112
4.250	117-264

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	119-114	119-104
PP	119-107	119-101
S1	119-101	119-098

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