ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 24-Nov-2015

Day Change Summary
	Previous	Current
	23-Nov-2015	24-Nov-2015	Change	Change %	Previous Week
Open	118-157	118-200	0-043	0.1%	118-240
High	118-207	118-267	0-060	0.2%	118-262
Low	118-090	118-185	0-095	0.3%	118-118
Close	118-192	118-215	0-023	0.1%	118-170
Range	0-117	0-082	-0-035	-29.9%	0-145
ATR	0-092	0-092	-0-001	-0.8%	0-000
Volume	1,002,305	1,295,415	293,110	29.2%	470,528

Daily Pivots for day following 24-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-148	119-104	118-260
R3	119-066	119-022	118-238
R2	118-304	118-304	118-230
R1	118-260	118-260	118-223	118-282
PP	118-222	118-222	118-222	118-234
S1	118-178	118-178	118-207	118-200
S2	118-140	118-140	118-200
S3	118-058	118-096	118-192
S4	117-296	118-014	118-170

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-298	119-219	118-250
R3	119-153	119-074	118-210
R2	119-008	119-008	118-197
R1	118-249	118-249	118-183	118-216
PP	118-183	118-183	118-183	118-167
S1	118-104	118-104	118-157	118-071
S2	118-038	118-038	118-143
S3	117-213	117-279	118-130
S4	117-068	117-134	118-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-267	118-090	0-177	0.5%	0-081	0.2%	71%	True	False	544,700
10	118-267	118-067	0-200	0.5%	0-078	0.2%	74%	True	False	280,687
20	120-055	117-302	2-073	1.9%	0-099	0.3%	33%	False	False	141,242
40	120-245	117-302	2-262	2.4%	0-079	0.2%	26%	False	False	71,432
60	120-245	117-302	2-262	2.4%	0-054	0.1%	26%	False	False	47,621
80	120-245	117-302	2-262	2.4%	0-041	0.1%	26%	False	False	35,716
100	120-245	117-302	2-262	2.4%	0-032	0.1%	26%	False	False	28,572
120	120-245	117-260	2-305	2.5%	0-027	0.1%	29%	False	False	23,810

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-296
2.618	119-162
1.618	119-080
1.000	119-029
0.618	118-318
HIGH	118-267
0.618	118-236
0.500	118-226
0.382	118-216
LOW	118-185
0.618	118-134
1.000	118-103
1.618	118-052
2.618	117-290
4.250	117-156

Fisher Pivots for day following 24-Nov-2015
Pivot	1 day	3 day
R1	118-226	118-203
PP	118-222	118-191
S1	118-219	118-178

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