ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 120-240 120-270 0-030 0.1% 119-290
High 120-270 120-270 0-000 0.0% 120-270
Low 120-190 120-200 0-010 0.0% 119-270
Close 120-240 120-240 0-000 0.0% 120-240
Range 0-080 0-070 -0-010 -12.5% 1-000
ATR 0-100 0-098 -0-002 -2.2% 0-000
Volume 607 435 -172 -28.3% 2,731
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-127 121-093 120-278
R3 121-057 121-023 120-259
R2 120-307 120-307 120-253
R1 120-273 120-273 120-246 120-255
PP 120-237 120-237 120-237 120-228
S1 120-203 120-203 120-234 120-185
S2 120-167 120-167 120-227
S3 120-097 120-133 120-221
S4 120-027 120-063 120-202
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 123-153 123-037 121-096
R3 122-153 122-037 121-008
R2 121-153 121-153 120-299
R1 121-037 121-037 120-269 121-095
PP 120-153 120-153 120-153 120-182
S1 120-037 120-037 120-211 120-095
S2 119-153 119-153 120-181
S3 118-153 119-037 120-152
S4 117-153 118-037 120-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 119-300 0-290 0.8% 0-066 0.2% 90% True False 596
10 120-270 119-190 1-080 1.0% 0-070 0.2% 93% True False 522
20 120-270 118-180 2-090 1.9% 0-061 0.2% 96% True False 310
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 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-248
2.618 121-133
1.618 121-063
1.000 121-020
0.618 120-313
HIGH 120-270
0.618 120-243
0.500 120-235
0.382 120-227
LOW 120-200
0.618 120-157
1.000 120-130
1.618 120-087
2.618 120-017
4.250 119-222
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 120-238 120-215
PP 120-237 120-190
S1 120-235 120-165

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

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