ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 120-073 120-098 0-025 0.1% 119-185
High 120-145 120-110 -0-035 -0.1% 120-245
Low 120-073 120-060 -0-013 0.0% 119-185
Close 120-073 120-100 0-027 0.1% 120-142
Range 0-072 0-050 -0-022 -31.0% 1-060
ATR 0-082 0-080 -0-002 -2.8% 0-000
Volume 0 54 54 3
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-240 120-220 120-128
R3 120-190 120-170 120-114
R2 120-140 120-140 120-109
R1 120-120 120-120 120-105 120-130
PP 120-090 120-090 120-090 120-095
S1 120-070 120-070 120-095 120-080
S2 120-040 120-040 120-091
S3 119-310 120-020 120-086
S4 119-260 119-290 120-072
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
5 120-245 119-305 0-260 0.7% 0-056 0.1% 44% False False 11
10 120-245 119-122 1-122 1.1% 0-037 0.1% 67% False False 5
20 120-245 118-158 2-087 1.9% 0-018 0.0% 80% False False 2
40 120-245 118-113 2-132 2.0% 0-009 0.0% 81% False False 1
60 120-245 118-018 2-227 2.3% 0-006 0.0% 83% False False
80 120-245 118-007 2-238 2.3% 0-005 0.0% 83% False 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 0-004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-003
2.618 120-241
1.618 120-191
1.000 120-160
0.618 120-141
HIGH 120-110
0.618 120-091
0.500 120-085
0.382 120-079
LOW 120-060
0.618 120-029
1.000 120-010
1.618 119-299
2.618 119-249
4.250 119-167
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 120-095 120-152
PP 120-090 120-135
S1 120-085 120-117

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

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