ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 119-318 119-305 -0-013 0.0% 120-073
High 120-082 120-013 -0-070 -0.2% 120-145
Low 119-310 119-282 -0-028 -0.1% 119-282
Close 119-318 119-310 -0-007 0.0% 119-310
Range 0-092 0-050 -0-042 -45.9% 0-182
ATR 0-080 0-078 -0-002 -2.7% 0-000
Volume
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-138 120-114 120-018
R3 120-088 120-064 120-004
R2 120-038 120-038 119-319
R1 120-014 120-014 119-315 120-026
PP 119-308 119-308 119-308 119-314
S1 119-284 119-284 119-305 119-296
S2 119-258 119-258 119-301
S3 119-208 119-234 119-296
S4 119-158 119-184 119-283
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-260 121-147 120-090
R3 121-077 120-285 120-040
R2 120-215 120-215 120-023
R1 120-103 120-103 120-007 120-068
PP 120-033 120-033 120-033 120-015
S1 119-240 119-240 119-293 119-205
S2 119-170 119-170 119-277
S3 118-308 119-058 119-260
S4 118-125 118-195 119-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-145 119-282 0-182 0.5% 0-060 0.2% 15% False True 10
10 120-245 119-185 1-060 1.0% 0-055 0.1% 33% False False 5
20 120-245 118-158 2-087 1.9% 0-027 0.1% 65% False False 2
40 120-245 118-113 2-132 2.0% 0-014 0.0% 67% False False 1
60 120-245 118-018 2-227 2.3% 0-009 0.0% 71% False False
80 120-245 118-007 2-238 2.3% 0-007 0.0% 71% 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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-225
2.618 120-143
1.618 120-093
1.000 120-063
0.618 120-043
HIGH 120-013
0.618 119-313
0.500 119-308
0.382 119-302
LOW 119-282
0.618 119-252
1.000 119-232
1.618 119-202
2.618 119-152
4.250 119-070
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 119-309 120-022
PP 119-308 120-012
S1 119-308 120-001

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

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