ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 119-010 119-060 0-050 0.1% 118-190
High 119-020 119-160 0-140 0.4% 119-160
Low 119-010 119-060 0-050 0.1% 118-180
Close 119-010 119-100 0-090 0.2% 119-100
Range 0-010 0-100 0-090 900.0% 0-300
ATR
Volume 166 2 -164 -98.8% 638
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-087 120-033 119-155
R3 119-307 119-253 119-128
R2 119-207 119-207 119-118
R1 119-153 119-153 119-109 119-180
PP 119-107 119-107 119-107 119-120
S1 119-053 119-053 119-091 119-080
S2 119-007 119-007 119-082
S3 118-227 118-273 119-072
S4 118-127 118-173 119-045
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-300 121-180 119-265
R3 121-000 120-200 119-182
R2 120-020 120-020 119-155
R1 119-220 119-220 119-128 119-280
PP 119-040 119-040 119-040 119-070
S1 118-240 118-240 119-072 118-300
S2 118-060 118-060 119-045
S3 117-080 117-260 119-018
S4 116-100 116-280 118-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-160 118-180 0-300 0.8% 0-050 0.1% 80% True False 127
10 119-160 117-220 1-260 1.5% 0-025 0.1% 90% True False 188
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 0-001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-265
2.618 120-102
1.618 120-002
1.000 119-260
0.618 119-222
HIGH 119-160
0.618 119-122
0.500 119-110
0.382 119-098
LOW 119-060
0.618 118-318
1.000 118-280
1.618 118-218
2.618 118-118
4.250 117-275
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 119-110 119-095
PP 119-107 119-090
S1 119-103 119-085

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

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