ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 119-305 120-038 0-053 0.1% 120-073
High 120-013 120-040 0-027 0.1% 120-145
Low 119-282 120-038 0-075 0.2% 119-282
Close 119-310 120-038 0-047 0.1% 119-310
Range 0-050 0-002 -0-048 -95.0% 0-182
ATR 0-078 0-076 -0-002 -2.6% 0-000
Volume
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-046 120-044 120-039
R3 120-043 120-042 120-038
R2 120-041 120-041 120-038
R1 120-039 120-039 120-038 120-039
PP 120-038 120-038 120-038 120-038
S1 120-037 120-037 120-037 120-036
S2 120-036 120-036 120-037
S3 120-033 120-034 120-037
S4 120-031 120-032 120-036
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
5 120-110 119-282 0-148 0.4% 0-046 0.1% 51% False False 10
10 120-245 119-282 0-282 0.7% 0-046 0.1% 27% False False 5
20 120-245 118-158 2-087 1.9% 0-027 0.1% 71% False False 2
40 120-245 118-155 2-090 1.9% 0-014 0.0% 72% False False 1
60 120-245 118-018 2-227 2.3% 0-009 0.0% 76% False False
80 120-245 118-007 2-238 2.3% 0-007 0.0% 76% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 120-051
2.618 120-047
1.618 120-044
1.000 120-042
0.618 120-042
HIGH 120-040
0.618 120-039
0.500 120-039
0.382 120-038
LOW 120-038
0.618 120-036
1.000 120-035
1.618 120-033
2.618 120-031
4.250 120-027
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 120-039 120-033
PP 120-038 120-027
S1 120-038 120-022

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

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