ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 119-185 120-025 0-160 0.4% 119-030
High 119-273 120-025 0-072 0.2% 119-173
Low 119-185 120-025 0-160 0.4% 119-030
Close 119-273 120-025 0-072 0.2% 119-122
Range 0-088 0-000 -0-088 -100.0% 0-142
ATR 0-075 0-075 0-000 -0.2% 0-000
Volume 1 0 -1 -100.0% 0
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-025 120-025 120-025
R3 120-025 120-025 120-025
R2 120-025 120-025 120-025
R1 120-025 120-025 120-025 120-025
PP 120-025 120-025 120-025 120-025
S1 120-025 120-025 120-025 120-025
S2 120-025 120-025 120-025
S3 120-025 120-025 120-025
S4 120-025 120-025 120-025
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-216 120-152 119-201
R3 120-073 120-009 119-162
R2 119-251 119-251 119-149
R1 119-187 119-187 119-136 119-219
PP 119-108 119-108 119-108 119-124
S1 119-044 119-044 119-109 119-076
S2 118-286 118-286 119-096
S3 118-143 118-222 119-083
S4 118-001 118-079 119-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-025 119-122 0-222 0.6% 0-018 0.0% 100% True False
10 120-025 118-158 1-187 1.3% 0-009 0.0% 100% True False
20 120-025 118-158 1-187 1.3% 0-004 0.0% 100% True False
40 120-025 118-018 2-007 1.7% 0-002 0.0% 100% True False
60 120-025 118-018 2-007 1.7% 0-001 0.0% 100% True False
80 120-025 117-260 2-085 1.9% 0-001 0.0% 100% True False
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-025
2.618 120-025
1.618 120-025
1.000 120-025
0.618 120-025
HIGH 120-025
0.618 120-025
0.500 120-025
0.382 120-025
LOW 120-025
0.618 120-025
1.000 120-025
1.618 120-025
2.618 120-025
4.250 120-025
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 120-025 119-308
PP 120-025 119-271
S1 120-025 119-234

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

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