ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 119-305 120-213 0-228 0.6% 119-185
High 120-022 120-245 0-222 0.6% 120-245
Low 119-305 120-142 0-158 0.4% 119-185
Close 119-305 120-142 0-158 0.4% 120-142
Range 0-038 0-102 0-065 173.3% 1-060
ATR 0-069 0-082 0-014 19.8% 0-000
Volume 0 2 2 3
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-164 121-096 120-199
R3 121-062 120-313 120-171
R2 120-279 120-279 120-161
R1 120-211 120-211 120-152 120-194
PP 120-177 120-177 120-177 120-168
S1 120-108 120-108 120-133 120-091
S2 120-074 120-074 120-124
S3 119-292 120-006 120-114
S4 119-189 119-223 120-086
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 123-264 123-103 121-031
R3 122-204 122-043 120-247
R2 121-144 121-144 120-212
R1 120-303 120-303 120-177 121-064
PP 120-084 120-084 120-084 120-124
S1 119-243 119-243 120-108 120-004
S2 119-024 119-024 120-073
S3 117-284 118-183 120-038
S4 116-224 117-123 119-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-245 119-185 1-060 1.0% 0-049 0.1% 73% True False
10 120-245 119-030 1-215 1.4% 0-025 0.1% 81% True False
20 120-245 118-158 2-087 1.9% 0-012 0.0% 86% True False
40 120-245 118-060 2-185 2.1% 0-006 0.0% 88% True False
60 120-245 118-018 2-227 2.3% 0-004 0.0% 88% True False
80 120-245 118-007 2-238 2.3% 0-003 0.0% 88% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 122-041
2.618 121-193
1.618 121-091
1.000 121-027
0.618 120-308
HIGH 120-245
0.618 120-206
0.500 120-194
0.382 120-182
LOW 120-142
0.618 120-079
1.000 120-040
1.618 119-297
2.618 119-194
4.250 119-027
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 120-194 120-133
PP 120-177 120-124
S1 120-160 120-115

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

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