ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 120-050 119-318 -0-053 -0.1% 119-185
High 120-055 120-082 0-027 0.1% 120-245
Low 120-020 119-310 -0-030 -0.1% 119-185
Close 120-045 119-318 -0-047 -0.1% 120-142
Range 0-035 0-092 0-057 164.2% 1-060
ATR 0-080 0-080 0-001 1.2% 0-000
Volume
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-301 120-242 120-048
R3 120-208 120-149 120-023
R2 120-116 120-116 120-014
R1 120-057 120-057 120-006 120-044
PP 120-023 120-023 120-023 120-017
S1 119-284 119-284 119-309 119-271
S2 119-251 119-251 119-301
S3 119-158 119-192 119-292
S4 119-066 119-099 119-267
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
5 120-245 119-310 0-255 0.7% 0-070 0.2% 3% False True 11
10 120-245 119-122 1-122 1.2% 0-050 0.1% 44% False False 5
20 120-245 118-158 2-087 1.9% 0-025 0.1% 66% False False 2
40 120-245 118-113 2-132 2.0% 0-012 0.0% 68% False False 1
60 120-245 118-018 2-227 2.3% 0-008 0.0% 71% False False
80 120-245 118-007 2-238 2.3% 0-006 0.0% 72% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-156
2.618 121-005
1.618 120-232
1.000 120-175
0.618 120-140
HIGH 120-082
0.618 120-047
0.500 120-036
0.382 120-025
LOW 119-310
0.618 119-253
1.000 119-218
1.618 119-160
2.618 119-068
4.250 118-237
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 120-036 120-050
PP 120-023 120-033
S1 120-010 120-015

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

View Archives - Comment on this page... - Back to Index of Symbols