ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 120-270 120-200 -0-070 -0.2% 119-290
High 120-270 120-200 -0-070 -0.2% 120-270
Low 120-200 120-090 -0-110 -0.3% 119-270
Close 120-240 120-090 -0-150 -0.4% 120-240
Range 0-070 0-110 0-040 57.1% 1-000
ATR 0-098 0-102 0-004 3.8% 0-000
Volume 435 1,691 1,256 288.7% 2,731
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-137 121-063 120-150
R3 121-027 120-273 120-120
R2 120-237 120-237 120-110
R1 120-163 120-163 120-100 120-145
PP 120-127 120-127 120-127 120-118
S1 120-053 120-053 120-080 120-035
S2 120-017 120-017 120-070
S3 119-227 119-263 120-060
S4 119-117 119-153 120-030
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
5 120-270 120-060 0-210 0.5% 0-066 0.2% 14% False False 689
10 120-270 119-190 1-080 1.0% 0-073 0.2% 55% False False 637
20 120-270 119-000 1-270 1.5% 0-066 0.2% 69% False False 382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-028
2.618 121-168
1.618 121-058
1.000 120-310
0.618 120-268
HIGH 120-200
0.618 120-158
0.500 120-145
0.382 120-132
LOW 120-090
0.618 120-022
1.000 119-300
1.618 119-232
2.618 119-122
4.250 118-262
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 120-145 120-180
PP 120-127 120-150
S1 120-108 120-120

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

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