ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 118-240 118-193 -0-047 -0.1% 118-053
High 118-262 118-218 -0-045 -0.1% 118-202
Low 118-200 118-118 -0-082 -0.2% 117-302
Close 118-213 118-202 -0-010 0.0% 118-175
Range 0-062 0-100 0-038 60.0% 0-220
ATR 0-096 0-096 0-000 0.3% 0-000
Volume 44,745 0 -44,745 -100.0% 56,605
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-159 119-121 118-257
R3 119-059 119-021 118-230
R2 118-279 118-279 118-221
R1 118-241 118-241 118-212 118-260
PP 118-179 118-179 118-179 118-189
S1 118-141 118-141 118-193 118-160
S2 118-079 118-079 118-184
S3 117-299 118-041 118-175
S4 117-199 117-261 118-147
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 120-140 120-058 118-296
R3 119-240 119-158 118-236
R2 119-020 119-020 118-215
R1 118-258 118-258 118-195 118-299
PP 118-120 118-120 118-120 118-141
S1 118-038 118-038 118-155 118-079
S2 117-220 117-220 118-135
S3 117-000 117-138 118-115
S4 116-100 116-238 118-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-262 118-067 0-195 0.5% 0-075 0.2% 69% False False 16,673
10 119-000 117-302 1-018 0.9% 0-099 0.3% 65% False False 10,135
20 120-107 117-302 2-125 2.0% 0-095 0.2% 29% False False 6,604
40 120-245 117-302 2-262 2.4% 0-071 0.2% 24% False False 3,344
60 120-245 117-302 2-262 2.4% 0-047 0.1% 24% False False 2,229
80 120-245 117-302 2-262 2.4% 0-035 0.1% 24% False False 1,672
100 120-245 117-302 2-262 2.4% 0-028 0.1% 24% False False 1,337
120 120-245 117-260 2-305 2.5% 0-024 0.1% 28% False False 1,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-003
2.618 119-159
1.618 119-059
1.000 118-318
0.618 118-279
HIGH 118-218
0.618 118-179
0.500 118-168
0.382 118-156
LOW 118-118
0.618 118-056
1.000 118-018
1.618 117-276
2.618 117-176
4.250 117-013
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 118-191 118-193
PP 118-179 118-184
S1 118-168 118-175

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

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