ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 120-025 120-015 -0-010 0.0% 119-030
High 120-025 120-015 -0-010 0.0% 119-173
Low 120-025 119-318 -0-027 -0.1% 119-030
Close 120-025 120-015 -0-010 0.0% 119-122
Range 0-000 0-018 0-018 0-142
ATR 0-075 0-071 -0-003 -4.5% 0-000
Volume
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 120-062 120-056 120-025
R3 120-044 120-038 120-020
R2 120-027 120-027 120-018
R1 120-021 120-021 120-017 120-024
PP 120-009 120-009 120-009 120-011
S1 120-003 120-003 120-013 120-006
S2 119-312 119-312 120-012
S3 119-294 119-306 120-010
S4 119-277 119-288 120-005
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% 0-021 0.1% 96% False False
10 120-025 119-030 0-315 0.8% 0-011 0.0% 97% False False
20 120-025 118-158 1-187 1.3% 0-005 0.0% 98% False False
40 120-025 118-018 2-007 1.7% 0-003 0.0% 98% False False
60 120-025 118-018 2-007 1.7% 0-002 0.0% 98% False False
80 120-025 117-260 2-085 1.9% 0-001 0.0% 99% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-089
2.618 120-061
1.618 120-043
1.000 120-033
0.618 120-026
HIGH 120-015
0.618 120-008
0.500 120-006
0.382 120-004
LOW 119-318
0.618 119-307
1.000 119-300
1.618 119-289
2.618 119-272
4.250 119-243
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 120-012 119-312
PP 120-009 119-288
S1 120-006 119-265

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

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