ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 120-030 120-018 -0-013 0.0% 120-038
High 120-030 120-090 0-060 0.2% 120-227
Low 120-015 120-018 0-002 0.0% 120-030
Close 120-027 120-065 0-038 0.1% 120-102
Range 0-015 0-073 0-058 383.2% 0-197
ATR 0-079 0-079 0-000 -0.6% 0-000
Volume 0 8,213 8,213 1,632
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 120-275 120-243 120-105
R3 120-203 120-170 120-085
R2 120-130 120-130 120-078
R1 120-098 120-098 120-072 120-114
PP 120-058 120-058 120-058 120-066
S1 120-025 120-025 120-058 120-041
S2 119-305 119-305 120-052
S3 119-232 119-272 120-045
S4 119-160 119-200 120-025
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
5 120-220 120-015 0-205 0.5% 0-059 0.2% 24% False False 1,642
10 120-227 119-282 0-265 0.7% 0-061 0.2% 39% False False 984
20 120-245 119-122 1-122 1.2% 0-051 0.1% 59% False False 495
40 120-245 118-158 2-087 1.9% 0-025 0.1% 75% False False 247
60 120-245 118-018 2-227 2.3% 0-017 0.0% 79% False False 165
80 120-245 118-018 2-227 2.3% 0-013 0.0% 79% False False 123
100 120-245 117-260 2-305 2.5% 0-010 0.0% 81% False False 99
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-078
2.618 120-280
1.618 120-207
1.000 120-163
0.618 120-135
HIGH 120-090
0.618 120-062
0.500 120-054
0.382 120-045
LOW 120-018
0.618 119-293
1.000 119-265
1.618 119-220
2.618 119-148
4.250 119-029
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 120-061 120-064
PP 120-058 120-063
S1 120-054 120-063

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

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