ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 120-053 120-115 0-062 0.2% 120-073
High 120-090 120-227 0-137 0.4% 120-145
Low 120-030 120-115 0-085 0.2% 119-282
Close 120-073 120-213 0-140 0.4% 119-310
Range 0-060 0-112 0-052 87.5% 0-182
ATR 0-075 0-081 0-006 7.6% 0-000
Volume 1,193 439 -754 -63.2% 54
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-202 121-160 120-274
R3 121-090 121-047 120-243
R2 120-297 120-297 120-233
R1 120-255 120-255 120-223 120-276
PP 120-185 120-185 120-185 120-196
S1 120-143 120-143 120-202 120-164
S2 120-073 120-073 120-192
S3 119-280 120-030 120-182
S4 119-168 119-238 120-151
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
5 120-227 119-282 0-265 0.7% 0-063 0.2% 94% True False 326
10 120-245 119-282 0-282 0.7% 0-061 0.2% 89% False False 168
20 120-245 119-030 1-215 1.4% 0-036 0.1% 94% False False 84
40 120-245 118-158 2-087 1.9% 0-018 0.0% 96% False False 42
60 120-245 118-018 2-227 2.2% 0-012 0.0% 96% False False 28
80 120-245 118-007 2-238 2.3% 0-009 0.0% 96% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 122-066
2.618 121-202
1.618 121-089
1.000 121-020
0.618 120-297
HIGH 120-227
0.618 120-185
0.500 120-171
0.382 120-158
LOW 120-115
0.618 120-045
1.000 120-003
1.618 119-253
2.618 119-141
4.250 118-277
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 120-199 120-185
PP 120-185 120-157
S1 120-171 120-129

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

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