ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 119-200 119-250 0-050 0.1% 118-190
High 119-200 119-260 0-060 0.2% 119-160
Low 119-200 119-250 0-050 0.1% 118-180
Close 119-200 119-250 0-050 0.1% 119-100
Range 0-000 0-010 0-010 0-300
ATR
Volume 64 2 -62 -96.9% 638
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 119-283 119-277 119-256
R3 119-273 119-267 119-253
R2 119-263 119-263 119-252
R1 119-257 119-257 119-251 119-255
PP 119-253 119-253 119-253 119-252
S1 119-247 119-247 119-249 119-245
S2 119-243 119-243 119-248
S3 119-233 119-237 119-247
S4 119-223 119-227 119-244
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
5 119-260 119-010 0-250 0.7% 0-024 0.1% 96% True False 80
10 119-260 118-020 1-240 1.5% 0-026 0.1% 98% True False 145
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 2 trading days
Fibonacci Retracements and Extensions
4.250 119-302
2.618 119-286
1.618 119-276
1.000 119-270
0.618 119-266
HIGH 119-260
0.618 119-256
0.500 119-255
0.382 119-254
LOW 119-250
0.618 119-244
1.000 119-240
1.618 119-234
2.618 119-224
4.250 119-208
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 119-255 119-220
PP 119-253 119-190
S1 119-252 119-160

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

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