ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 120-050 120-140 0-090 0.2% 120-110
High 120-090 120-160 0-070 0.2% 120-120
Low 119-300 120-140 0-160 0.4% 119-190
Close 119-300 120-140 0-160 0.4% 120-000
Range 0-110 0-020 -0-090 -81.8% 0-250
ATR 0-089 0-095 0-007 7.3% 0-000
Volume 1,225 578 -647 -52.8% 2,055
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-207 120-193 120-151
R3 120-187 120-173 120-146
R2 120-167 120-167 120-144
R1 120-153 120-153 120-142 120-150
PP 120-147 120-147 120-147 120-145
S1 120-133 120-133 120-138 120-130
S2 120-127 120-127 120-136
S3 120-107 120-113 120-134
S4 120-087 120-093 120-129
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-107 121-303 120-138
R3 121-177 121-053 120-069
R2 120-247 120-247 120-046
R1 120-123 120-123 120-023 120-060
PP 119-317 119-317 119-317 119-285
S1 119-193 119-193 119-297 119-130
S2 119-067 119-067 119-274
S3 118-137 118-263 119-251
S4 117-207 118-013 119-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-160 119-190 0-290 0.8% 0-066 0.2% 93% True False 580
10 120-170 119-190 0-300 0.8% 0-076 0.2% 90% False False 432
20 120-170 118-020 2-150 2.0% 0-051 0.1% 96% False False 289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-245
2.618 120-212
1.618 120-192
1.000 120-180
0.618 120-172
HIGH 120-160
0.618 120-152
0.500 120-150
0.382 120-148
LOW 120-140
0.618 120-128
1.000 120-120
1.618 120-108
2.618 120-088
4.250 120-055
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 120-150 120-112
PP 120-147 120-083
S1 120-143 120-055

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

View Archives - Comment on this page... - Back to Index of Symbols