ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 118-272 118-220 -0-052 -0.1% 118-130
High 118-295 119-110 0-135 0.4% 119-110
Low 118-217 118-212 -0-005 0.0% 118-105
Close 118-220 119-082 0-182 0.5% 119-082
Range 0-078 0-218 0-140 179.5% 1-005
ATR 0-103 0-111 0-008 8.0% 0-000
Volume 467,608 858,717 391,109 83.6% 3,086,240
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 121-042 120-280 119-202
R3 120-144 120-062 119-142
R2 119-246 119-246 119-122
R1 119-164 119-164 119-102 119-205
PP 119-028 119-028 119-028 119-048
S1 118-266 118-266 119-062 118-307
S2 118-130 118-130 119-042
S3 117-232 118-048 119-022
S4 117-014 117-150 118-282
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 122-007 121-210 119-261
R3 121-002 120-205 119-171
R2 119-317 119-317 119-142
R1 119-200 119-200 119-112 119-258
PP 118-312 118-312 118-312 119-022
S1 118-195 118-195 119-052 118-254
S2 117-307 117-307 119-022
S3 116-302 117-190 118-313
S4 115-297 116-185 118-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-110 118-105 1-005 0.9% 0-123 0.3% 91% True False 617,248
10 119-110 118-035 1-075 1.0% 0-132 0.3% 93% True False 671,298
20 119-110 118-035 1-075 1.0% 0-106 0.3% 93% True False 536,986
40 120-145 117-302 2-162 2.1% 0-097 0.3% 52% False False 270,356
60 120-245 117-302 2-262 2.4% 0-078 0.2% 46% False False 180,265
80 120-245 117-302 2-262 2.4% 0-059 0.2% 46% False False 135,199
100 120-245 117-302 2-262 2.4% 0-047 0.1% 46% False False 108,159
120 120-245 117-302 2-262 2.4% 0-039 0.1% 46% False False 90,132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-076
2.618 121-041
1.618 120-143
1.000 120-008
0.618 119-245
HIGH 119-110
0.618 119-027
0.500 119-001
0.382 118-295
LOW 118-212
0.618 118-077
1.000 117-314
1.618 117-179
2.618 116-281
4.250 115-246
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 119-055 119-052
PP 119-028 119-021
S1 119-001 118-311

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.