ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 120-038 120-053 0-015 0.0% 120-073
High 120-040 120-090 0-050 0.1% 120-145
Low 120-038 120-030 -0-007 0.0% 119-282
Close 120-038 120-073 0-035 0.1% 119-310
Range 0-002 0-060 0-058 2,303.8% 0-182
ATR 0-076 0-075 -0-001 -1.5% 0-000
Volume 0 1,193 1,193 54
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-244 120-218 120-106
R3 120-184 120-158 120-089
R2 120-124 120-124 120-084
R1 120-098 120-098 120-078 120-111
PP 120-064 120-064 120-064 120-071
S1 120-038 120-038 120-067 120-051
S2 120-004 120-004 120-062
S3 119-264 119-298 120-056
S4 119-204 119-238 120-040
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
5 120-090 119-282 0-128 0.3% 0-048 0.1% 86% True False 238
10 120-245 119-282 0-282 0.7% 0-052 0.1% 39% False False 124
20 120-245 118-158 2-087 1.9% 0-030 0.1% 76% False False 62
40 120-245 118-155 2-090 1.9% 0-015 0.0% 76% False False 31
60 120-245 118-018 2-227 2.3% 0-010 0.0% 80% False False 20
80 120-245 118-007 2-238 2.3% 0-008 0.0% 80% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-025
2.618 120-247
1.618 120-187
1.000 120-150
0.618 120-127
HIGH 120-090
0.618 120-067
0.500 120-060
0.382 120-053
LOW 120-030
0.618 119-313
1.000 119-290
1.618 119-253
2.618 119-193
4.250 119-095
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 120-068 120-057
PP 120-064 120-042
S1 120-060 120-026

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

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