ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 119-002 118-250 -0-072 -0.2% 118-157
High 119-005 118-257 -0-068 -0.2% 118-267
Low 118-220 118-037 -0-183 -0.5% 118-090
Close 118-252 118-092 -0-160 -0.4% 118-232
Range 0-105 0-220 0-115 109.5% 0-177
ATR 0-093 0-102 0-009 9.8% 0-000
Volume 598,301 838,200 239,899 40.1% 3,543,398
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 120-149 120-020 118-213
R3 119-249 119-120 118-152
R2 119-029 119-029 118-132
R1 118-220 118-220 118-112 118-174
PP 118-129 118-129 118-129 118-106
S1 118-000 118-000 118-072 117-274
S2 117-229 117-229 118-052
S3 117-009 117-100 118-032
S4 116-109 116-200 117-291
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
5 119-025 118-037 0-308 0.8% 0-125 0.3% 18% False True 620,191
10 119-025 118-037 0-308 0.8% 0-100 0.3% 18% False True 666,788
20 119-025 117-302 1-043 1.0% 0-098 0.3% 30% False False 338,461
40 120-227 117-302 2-245 2.3% 0-088 0.2% 12% False False 170,040
60 120-245 117-302 2-262 2.4% 0-065 0.2% 12% False False 113,361
80 120-245 117-302 2-262 2.4% 0-049 0.1% 12% False False 85,020
100 120-245 117-302 2-262 2.4% 0-039 0.1% 12% False False 68,016
120 120-245 117-302 2-262 2.4% 0-033 0.1% 12% False False 56,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 121-232
2.618 120-193
1.618 119-293
1.000 119-157
0.618 119-073
HIGH 118-257
0.618 118-173
0.500 118-147
0.382 118-121
LOW 118-037
0.618 117-221
1.000 117-137
1.618 117-001
2.618 116-101
4.250 115-062
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 118-147 118-191
PP 118-129 118-158
S1 118-110 118-125

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

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