ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 120-110 120-060 -0-050 -0.1% 120-270
High 120-110 120-060 -0-050 -0.1% 120-270
Low 120-060 119-060 -1-000 -0.8% 119-060
Close 120-060 119-090 -0-290 -0.8% 119-090
Range 0-050 1-000 0-270 540.0% 1-210
ATR 0-099 0-114 0-016 16.0% 0-000
Volume 2,366 665 -1,701 -71.9% 5,678
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 122-177 121-293 119-266
R3 121-177 120-293 119-178
R2 120-177 120-177 119-149
R1 119-293 119-293 119-119 119-235
PP 119-177 119-177 119-177 119-148
S1 118-293 118-293 119-061 118-235
S2 118-177 118-177 119-031
S3 117-177 117-293 119-002
S4 116-177 116-293 118-234
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 124-237 123-213 120-062
R3 123-027 122-003 119-236
R2 121-137 121-137 119-187
R1 120-113 120-113 119-139 120-020
PP 119-247 119-247 119-247 119-200
S1 118-223 118-223 119-041 118-130
S2 118-037 118-037 118-313
S3 116-147 117-013 118-264
S4 114-257 115-123 118-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 119-060 1-210 1.4% 0-132 0.3% 6% False True 1,135
10 120-270 119-060 1-210 1.4% 0-096 0.3% 6% False True 840
20 120-270 119-060 1-210 1.4% 0-083 0.2% 6% False True 540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 124-140
2.618 122-258
1.618 121-258
1.000 121-060
0.618 120-258
HIGH 120-060
0.618 119-258
0.500 119-220
0.382 119-182
LOW 119-060
0.618 118-182
1.000 118-060
1.618 117-182
2.618 116-182
4.250 114-300
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 119-220 119-250
PP 119-177 119-197
S1 119-133 119-143

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

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