ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	120-018	120-107	0-090	0.2%	120-038
High	120-090	120-107	0-017	0.0%	120-227
Low	120-018	120-033	0-015	0.0%	120-030
Close	120-065	120-087	0-022	0.1%	120-102
Range	0-073	0-075	0-002	3.4%	0-197
ATR	0-079	0-078	0-000	-0.3%	0-000
Volume	8,213	11,439	3,226	39.3%	1,632

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-301	120-269	120-129
R3	120-226	120-194	120-108
R2	120-151	120-151	120-101
R1	120-119	120-119	120-094	120-097
PP	120-076	120-076	120-076	120-065
S1	120-044	120-044	120-081	120-023
S2	120-001	120-001	120-074
S3	119-246	119-289	120-067
S4	119-171	119-214	120-046

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	120-145	120-015	0-130	0.3%	0-054	0.1%	56%	False	False	3,930
10	120-227	119-282	0-265	0.7%	0-059	0.2%	47%	False	False	2,128
20	120-245	119-122	1-122	1.1%	0-054	0.1%	64%	False	False	1,067
40	120-245	118-158	2-087	1.9%	0-027	0.1%	78%	False	False	533
60	120-245	118-018	2-227	2.3%	0-018	0.0%	82%	False	False	355
80	120-245	118-018	2-227	2.3%	0-014	0.0%	82%	False	False	266
100	120-245	117-260	2-305	2.5%	0-011	0.0%	83%	False	False	213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	121-106
2.618	120-304
1.618	120-229
1.000	120-182
0.618	120-154
HIGH	120-107
0.618	120-079
0.500	120-070
0.382	120-061
LOW	120-033
0.618	119-306
1.000	119-278
1.618	119-231
2.618	119-156
4.250	119-034

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	120-082	120-079
PP	120-076	120-070
S1	120-070	120-061

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols