ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 120-098 120-050 -0-047 -0.1% 119-185
High 120-110 120-055 -0-055 -0.1% 120-245
Low 120-060 120-020 -0-040 -0.1% 119-185
Close 120-100 120-045 -0-055 -0.1% 120-142
Range 0-050 0-035 -0-015 -30.0% 1-060
ATR 0-080 0-080 0-000 0.0% 0-000
Volume 54 0 -54 -100.0% 3
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-145 120-130 120-064
R3 120-110 120-095 120-055
R2 120-075 120-075 120-051
R1 120-060 120-060 120-048 120-050
PP 120-040 120-040 120-040 120-035
S1 120-025 120-025 120-042 120-015
S2 120-005 120-005 120-039
S3 119-290 119-310 120-035
S4 119-255 119-275 120-026
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% 0-060 0.2% 23% False False 11
10 120-245 119-122 1-122 1.2% 0-040 0.1% 55% False False 5
20 120-245 118-158 2-087 1.9% 0-020 0.1% 73% False False 2
40 120-245 118-113 2-132 2.0% 0-010 0.0% 74% False False 1
60 120-245 118-018 2-227 2.3% 0-007 0.0% 77% False False
80 120-245 118-007 2-238 2.3% 0-005 0.0% 77% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-204
2.618 120-147
1.618 120-112
1.000 120-090
0.618 120-077
HIGH 120-055
0.618 120-042
0.500 120-038
0.382 120-033
LOW 120-020
0.618 119-318
1.000 119-305
1.618 119-283
2.618 119-248
4.250 119-191
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 120-042 120-082
PP 120-040 120-070
S1 120-038 120-057

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

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