ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 120-030 120-110 0-080 0.2% 119-290
High 120-120 120-110 -0-010 0.0% 120-270
Low 120-010 120-060 0-050 0.1% 119-270
Close 120-070 120-060 -0-010 0.0% 120-240
Range 0-110 0-050 -0-060 -54.5% 1-000
ATR 0-102 0-099 -0-004 -3.7% 0-000
Volume 521 2,366 1,845 354.1% 2,731
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-227 120-193 120-088
R3 120-177 120-143 120-074
R2 120-127 120-127 120-069
R1 120-093 120-093 120-065 120-085
PP 120-077 120-077 120-077 120-072
S1 120-043 120-043 120-055 120-035
S2 120-027 120-027 120-051
S3 119-297 119-313 120-046
S4 119-247 119-263 120-032
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
5 120-270 120-010 0-260 0.7% 0-084 0.2% 19% False False 1,124
10 120-270 119-270 1-000 0.8% 0-068 0.2% 34% False False 783
20 120-270 119-010 1-260 1.5% 0-068 0.2% 64% False False 515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 5 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 05-Feb-2015
Pivot 1 day 3 day
R1 120-085 120-105
PP 120-077 120-090
S1 120-068 120-075

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

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