ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 29-Oct-2015

Day Change Summary
	Previous	Current
	28-Oct-2015	29-Oct-2015	Change	Change %	Previous Week
Open	120-055	119-218	-0-158	-0.4%	120-107
High	120-055	119-222	-0-153	-0.4%	120-110
Low	119-195	119-102	-0-093	-0.2%	119-278
Close	119-205	119-110	-0-095	-0.2%	119-293
Range	0-180	0-120	-0-060	-33.3%	0-153
ATR	0-090	0-092	0-002	2.4%	0-000
Volume

Daily Pivots for day following 29-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-185	120-108	119-176
R3	120-065	119-308	119-143
R2	119-265	119-265	119-132
R1	119-188	119-188	119-121	119-166
PP	119-145	119-145	119-145	119-134
S1	119-068	119-068	119-099	119-046
S2	119-025	119-025	119-088
S3	118-225	118-268	119-077
S4	118-105	118-148	119-044

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-151	121-054	120-056
R3	120-318	120-222	120-014
R2	120-166	120-166	120-000
R1	120-069	120-069	119-306	120-041
PP	120-013	120-013	120-013	119-319
S1	119-237	119-237	119-279	119-209
S2	119-181	119-181	119-265
S3	119-028	119-084	119-251
S4	118-196	118-252	119-209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-095	119-102	0-313	0.8%	0-097	0.3%	2%	False	True	2,218
10	120-145	119-102	1-042	0.9%	0-075	0.2%	2%	False	True	3,074
20	120-245	119-102	1-142	1.2%	0-071	0.2%	2%	False	True	1,621
40	120-245	118-158	2-087	1.9%	0-039	0.1%	37%	False	False	810
60	120-245	118-060	2-185	2.2%	0-026	0.1%	45%	False	False	540
80	120-245	118-018	2-227	2.3%	0-020	0.1%	48%	False	False	405
100	120-245	117-260	2-305	2.5%	0-016	0.0%	52%	False	False	324

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-092
2.618	120-217
1.618	120-097
1.000	120-022
0.618	119-297
HIGH	119-222
0.618	119-177
0.500	119-162
0.382	119-148
LOW	119-102
0.618	119-028
1.000	118-302
1.618	118-228
2.618	118-108
4.250	117-232

Fisher Pivots for day following 29-Oct-2015
Pivot	1 day	3 day
R1	119-162	119-259
PP	119-145	119-209
S1	119-128	119-160

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