ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 118-222 118-200 -0-022 -0.1% 118-157
High 118-237 118-257 0-020 0.1% 118-267
Low 118-182 118-195 0-013 0.0% 118-090
Close 118-220 118-232 0-012 0.0% 118-232
Range 0-055 0-062 0-007 12.7% 0-177
ATR 0-089 0-087 -0-002 -2.2% 0-000
Volume 843,418 402,260 -441,158 -52.3% 3,543,398
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 119-094 119-065 118-266
R3 119-032 119-003 118-249
R2 118-290 118-290 118-243
R1 118-261 118-261 118-238 118-276
PP 118-228 118-228 118-228 118-235
S1 118-199 118-199 118-226 118-214
S2 118-166 118-166 118-221
S3 118-104 118-137 118-215
S4 118-042 118-075 118-198
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 120-087 120-017 119-009
R3 119-230 119-160 118-281
R2 119-053 119-053 118-264
R1 118-303 118-303 118-248 119-018
PP 118-196 118-196 118-196 118-214
S1 118-126 118-126 118-216 118-161
S2 118-019 118-019 118-200
S3 117-162 117-269 118-183
S4 116-305 117-092 118-135
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% 0-074 0.2% 80% False False 759,189
10 118-267 118-087 0-180 0.5% 0-080 0.2% 81% False False 402,675
20 119-145 117-302 1-162 1.3% 0-089 0.2% 52% False False 203,526
40 120-245 117-302 2-262 2.4% 0-080 0.2% 28% False False 102,574
60 120-245 117-302 2-262 2.4% 0-056 0.1% 28% False False 68,382
80 120-245 117-302 2-262 2.4% 0-042 0.1% 28% False False 51,287
100 120-245 117-302 2-262 2.4% 0-034 0.1% 28% False False 41,029
120 120-245 117-260 2-305 2.5% 0-028 0.1% 31% False False 34,191
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-200
2.618 119-099
1.618 119-037
1.000 118-319
0.618 118-295
HIGH 118-257
0.618 118-233
0.500 118-226
0.382 118-219
LOW 118-195
0.618 118-157
1.000 118-133
1.618 118-095
2.618 118-033
4.250 117-252
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 118-230 118-230
PP 118-228 118-227
S1 118-226 118-224

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

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