ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 119-075 119-097 0-022 0.1% 119-072
High 119-142 119-122 -0-020 -0.1% 119-187
Low 119-037 119-060 0-023 0.1% 118-212
Close 119-130 119-060 -0-070 -0.2% 118-307
Range 0-105 0-062 -0-043 -41.0% 0-295
ATR 0-102 0-100 -0-002 -2.3% 0-000
Volume 31,916 11,158 -20,758 -65.0% 434,163
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 119-267 119-225 119-094
R3 119-205 119-163 119-077
R2 119-143 119-143 119-071
R1 119-101 119-101 119-066 119-091
PP 119-081 119-081 119-081 119-076
S1 119-039 119-039 119-054 119-029
S2 119-019 119-019 119-049
S3 118-277 118-297 119-043
S4 118-215 118-235 119-026
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 121-267 121-102 119-149
R3 120-292 120-127 119-068
R2 119-317 119-317 119-041
R1 119-152 119-152 119-014 119-087
PP 119-022 119-022 119-022 118-310
S1 118-177 118-177 118-280 118-112
S2 118-047 118-047 118-253
S3 117-072 117-202 118-226
S4 116-097 116-227 118-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-142 118-212 0-250 0.7% 0-095 0.2% 67% False False 35,500
10 119-187 118-212 0-295 0.8% 0-106 0.3% 57% False False 91,670
20 119-187 118-212 0-295 0.8% 0-093 0.2% 57% False False 504,129
40 121-032 118-152 2-200 2.2% 0-098 0.3% 27% False False 575,307
60 121-107 118-152 2-275 2.4% 0-105 0.3% 25% False False 569,593
80 121-107 118-152 2-275 2.4% 0-111 0.3% 25% False False 565,908
100 121-107 118-152 2-275 2.4% 0-107 0.3% 25% False False 453,361
120 121-107 118-010 3-097 2.8% 0-091 0.2% 35% False False 377,832
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-066
2.618 119-284
1.618 119-222
1.000 119-184
0.618 119-160
HIGH 119-122
0.618 119-098
0.500 119-091
0.382 119-084
LOW 119-060
0.618 119-022
1.000 118-318
1.618 118-280
2.618 118-218
4.250 118-116
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 119-091 119-086
PP 119-081 119-077
S1 119-070 119-069

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

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