ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 119-033 119-127 0-095 0.2% 119-007
High 119-033 119-127 0-095 0.2% 119-127
Low 119-033 119-127 0-095 0.2% 118-158
Close 119-033 119-127 0-095 0.2% 119-127
Range
ATR 0-072 0-074 0-002 2.3% 0-000
Volume
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 119-127 119-127 119-127
R3 119-127 119-127 119-127
R2 119-127 119-127 119-127
R1 119-127 119-127 119-127 119-127
PP 119-127 119-127 119-127 119-127
S1 119-127 119-127 119-127 119-127
S2 119-127 119-127 119-127
S3 119-127 119-127 119-127
S4 119-127 119-127 119-127
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 121-261 121-164 119-287
R3 120-291 120-194 119-207
R2 120-001 120-001 119-181
R1 119-224 119-224 119-154 119-272
PP 119-031 119-031 119-031 119-055
S1 118-254 118-254 119-101 118-302
S2 118-061 118-061 119-074
S3 117-091 117-284 119-048
S4 116-121 116-314 118-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-127 118-158 0-290 0.8% 0-000 0.0% 100% True False
10 119-127 118-158 0-290 0.8% 0-000 0.0% 100% True False
20 119-218 118-158 1-060 1.0% 0-000 0.0% 76% False False
40 119-218 118-018 1-200 1.4% 0-000 0.0% 83% False False
60 119-218 118-007 1-210 1.4% 0-000 0.0% 83% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 119-127
2.618 119-127
1.618 119-127
1.000 119-127
0.618 119-127
HIGH 119-127
0.618 119-127
0.500 119-127
0.382 119-127
LOW 119-127
0.618 119-127
1.000 119-127
1.618 119-127
2.618 119-127
4.250 119-127
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 119-127 119-079
PP 119-127 119-031
S1 119-127 118-302

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

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