ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 120-115 120-140 0-025 0.1% 120-073
High 120-227 120-220 -0-007 0.0% 120-145
Low 120-115 120-120 0-005 0.0% 119-282
Close 120-213 120-122 -0-090 -0.2% 119-310
Range 0-112 0-100 -0-012 -11.1% 0-182
ATR 0-081 0-082 0-001 1.7% 0-000
Volume 439 0 -439 -100.0% 54
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 121-134 121-068 120-177
R3 121-034 120-288 120-150
R2 120-254 120-254 120-141
R1 120-188 120-188 120-132 120-171
PP 120-154 120-154 120-154 120-146
S1 120-088 120-088 120-113 120-071
S2 120-054 120-054 120-104
S3 119-274 119-308 120-095
S4 119-174 119-208 120-067
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% 0-065 0.2% 60% False False 326
10 120-245 119-282 0-282 0.7% 0-068 0.2% 57% False False 168
20 120-245 119-030 1-215 1.4% 0-041 0.1% 77% False False 84
40 120-245 118-158 2-087 1.9% 0-020 0.1% 83% False False 42
60 120-245 118-018 2-227 2.3% 0-014 0.0% 86% False False 28
80 120-245 118-007 2-238 2.3% 0-010 0.0% 86% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-005
2.618 121-162
1.618 121-062
1.000 121-000
0.618 120-282
HIGH 120-220
0.618 120-182
0.500 120-170
0.382 120-158
LOW 120-120
0.618 120-058
1.000 120-020
1.618 119-278
2.618 119-178
4.250 119-015
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 120-170 120-129
PP 120-154 120-127
S1 120-138 120-125

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

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