ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 120-060 119-140 -0-240 -0.6% 120-270
High 120-060 119-140 -0-240 -0.6% 120-270
Low 119-060 119-020 -0-040 -0.1% 119-060
Close 119-090 119-060 -0-030 -0.1% 119-090
Range 1-000 0-120 -0-200 -62.5% 1-210
ATR 0-114 0-115 0-000 0.3% 0-000
Volume 665 2,290 1,625 244.4% 5,678
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-113 120-047 119-126
R3 119-313 119-247 119-093
R2 119-193 119-193 119-082
R1 119-127 119-127 119-071 119-100
PP 119-073 119-073 119-073 119-060
S1 119-007 119-007 119-049 118-300
S2 118-273 118-273 119-038
S3 118-153 118-207 119-027
S4 118-033 118-087 118-314
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
5 120-200 119-020 1-180 1.3% 0-142 0.4% 8% False True 1,506
10 120-270 119-020 1-250 1.5% 0-104 0.3% 7% False True 1,051
20 120-270 119-020 1-250 1.5% 0-084 0.2% 7% False True 655
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 0-011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-010
2.618 120-134
1.618 120-014
1.000 119-260
0.618 119-214
HIGH 119-140
0.618 119-094
0.500 119-080
0.382 119-066
LOW 119-020
0.618 118-266
1.000 118-220
1.618 118-146
2.618 118-026
4.250 117-150
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 119-080 119-225
PP 119-073 119-170
S1 119-067 119-115

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

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