ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 119-060 119-200 0-140 0.4% 118-190
High 119-160 119-200 0-040 0.1% 119-160
Low 119-060 119-200 0-140 0.4% 118-180
Close 119-100 119-200 0-100 0.3% 119-100
Range 0-100 0-000 -0-100 -100.0% 0-300
ATR
Volume 2 64 62 3,100.0% 638
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 119-200 119-200 119-200
R3 119-200 119-200 119-200
R2 119-200 119-200 119-200
R1 119-200 119-200 119-200 119-200
PP 119-200 119-200 119-200 119-200
S1 119-200 119-200 119-200 119-200
S2 119-200 119-200 119-200
S3 119-200 119-200 119-200
S4 119-200 119-200 119-200
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
5 119-200 119-000 0-200 0.5% 0-046 0.1% 100% True False 90
10 119-200 117-300 1-220 1.4% 0-025 0.1% 100% True False 170
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 False
Bear Hook False
Bull Hook False
Stretch 0-001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-200
2.618 119-200
1.618 119-200
1.000 119-200
0.618 119-200
HIGH 119-200
0.618 119-200
0.500 119-200
0.382 119-200
LOW 119-200
0.618 119-200
1.000 119-200
1.618 119-200
2.618 119-200
4.250 119-200
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 119-200 119-168
PP 119-200 119-137
S1 119-200 119-105

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

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