ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 120-140 120-090 -0-050 -0.1% 120-110
High 120-160 120-110 -0-050 -0.1% 120-120
Low 120-140 120-060 -0-080 -0.2% 119-190
Close 120-140 120-090 -0-050 -0.1% 120-000
Range 0-020 0-050 0-030 150.0% 0-250
ATR 0-095 0-094 -0-001 -1.1% 0-000
Volume 578 135 -443 -76.6% 2,055
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-237 120-213 120-118
R3 120-187 120-163 120-104
R2 120-137 120-137 120-099
R1 120-113 120-113 120-095 120-115
PP 120-087 120-087 120-087 120-088
S1 120-063 120-063 120-085 120-065
S2 120-037 120-037 120-081
S3 119-307 120-013 120-076
S4 119-257 119-283 120-062
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
5 120-160 119-270 0-210 0.5% 0-052 0.1% 67% False False 443
10 120-170 119-190 0-300 0.8% 0-073 0.2% 73% False False 446
20 120-170 118-070 2-100 1.9% 0-054 0.1% 89% False False 283
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 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-002
2.618 120-241
1.618 120-191
1.000 120-160
0.618 120-141
HIGH 120-110
0.618 120-091
0.500 120-085
0.382 120-079
LOW 120-060
0.618 120-029
1.000 120-010
1.618 119-299
2.618 119-249
4.250 119-168
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 120-088 120-083
PP 120-087 120-077
S1 120-085 120-070

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

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