ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 120-107 120-030 -0-077 -0.2% 120-038
High 120-110 120-030 -0-080 -0.2% 120-227
Low 120-062 120-015 -0-047 -0.1% 120-030
Close 120-107 120-027 -0-080 -0.2% 120-102
Range 0-048 0-015 -0-033 -68.4% 0-197
ATR 0-078 0-079 0-001 1.3% 0-000
Volume
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-069 120-063 120-036
R3 120-054 120-048 120-032
R2 120-039 120-039 120-030
R1 120-033 120-033 120-029 120-029
PP 120-024 120-024 120-024 120-022
S1 120-018 120-018 120-026 120-014
S2 120-009 120-009 120-025
S3 119-314 120-003 120-023
S4 119-299 119-308 120-019
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 122-072 121-285 120-211
R3 121-195 121-087 120-157
R2 120-317 120-317 120-139
R1 120-210 120-210 120-121 120-264
PP 120-120 120-120 120-120 120-147
S1 120-013 120-013 120-084 120-066
S2 119-243 119-243 120-066
S3 119-045 119-135 120-048
S4 118-168 118-258 119-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-227 120-015 0-212 0.6% 0-067 0.2% 6% False True 87
10 120-227 119-282 0-265 0.7% 0-057 0.1% 25% False False 163
20 120-245 119-122 1-122 1.2% 0-047 0.1% 51% False False 84
40 120-245 118-158 2-087 1.9% 0-024 0.1% 70% False False 42
60 120-245 118-018 2-227 2.3% 0-016 0.0% 75% False False 28
80 120-245 118-018 2-227 2.3% 0-012 0.0% 75% False False 21
100 120-245 117-260 2-305 2.5% 0-009 0.0% 77% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-094
2.618 120-069
1.618 120-054
1.000 120-045
0.618 120-039
HIGH 120-030
0.618 120-024
0.500 120-023
0.382 120-021
LOW 120-015
0.618 120-006
1.000 120-000
1.618 119-311
2.618 119-296
4.250 119-271
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 120-026 120-080
PP 120-024 120-062
S1 120-023 120-045

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

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