ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 120-050 119-250 -0-120 -0.3% 119-200
High 120-070 119-310 -0-080 -0.2% 120-170
Low 119-300 119-190 -0-110 -0.3% 119-200
Close 119-300 119-230 -0-070 -0.2% 120-060
Range 0-090 0-120 0-030 33.3% 0-290
ATR 0-084 0-086 0-003 3.1% 0-000
Volume 610 819 209 34.3% 351
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-283 120-217 119-296
R3 120-163 120-097 119-263
R2 120-043 120-043 119-252
R1 119-297 119-297 119-241 119-270
PP 119-243 119-243 119-243 119-230
S1 119-177 119-177 119-219 119-150
S2 119-123 119-123 119-208
S3 119-003 119-057 119-197
S4 118-203 118-257 119-164
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-267 122-133 120-220
R3 121-297 121-163 120-140
R2 121-007 121-007 120-113
R1 120-193 120-193 120-087 120-260
PP 120-037 120-037 120-037 120-070
S1 119-223 119-223 120-033 119-290
S2 119-067 119-067 120-007
S3 118-097 118-253 119-300
S4 117-127 117-283 119-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 119-190 0-300 0.8% 0-094 0.2% 13% False True 449
10 120-170 119-010 1-160 1.3% 0-067 0.2% 46% False False 248
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 0-012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 121-180
2.618 120-304
1.618 120-184
1.000 120-110
0.618 120-064
HIGH 119-310
0.618 119-264
0.500 119-250
0.382 119-236
LOW 119-190
0.618 119-116
1.000 119-070
1.618 118-316
2.618 118-196
4.250 118-000
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 119-250 119-315
PP 119-243 119-287
S1 119-237 119-258

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

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