ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 119-140 119-010 -0-130 -0.3% 120-270
High 119-140 119-050 -0-090 -0.2% 120-270
Low 119-020 118-290 -0-050 -0.1% 119-060
Close 119-060 119-020 -0-040 -0.1% 119-090
Range 0-120 0-080 -0-040 -33.3% 1-210
ATR 0-115 0-113 -0-002 -1.5% 0-000
Volume 2,290 2,935 645 28.2% 5,678
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 119-253 119-217 119-064
R3 119-173 119-137 119-042
R2 119-093 119-093 119-035
R1 119-057 119-057 119-027 119-075
PP 119-013 119-013 119-013 119-022
S1 118-297 118-297 119-013 118-315
S2 118-253 118-253 119-005
S3 118-173 118-217 118-318
S4 118-093 118-137 118-296
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
5 120-120 118-290 1-150 1.2% 0-136 0.4% 11% False True 1,755
10 120-270 118-290 1-300 1.6% 0-101 0.3% 8% False True 1,222
20 120-270 118-290 1-300 1.6% 0-088 0.2% 8% False True 798
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 3 trading days
Fibonacci Retracements and Extensions
4.250 120-070
2.618 119-259
1.618 119-179
1.000 119-130
0.618 119-099
HIGH 119-050
0.618 119-019
0.500 119-010
0.382 119-001
LOW 118-290
0.618 118-241
1.000 118-210
1.618 118-161
2.618 118-081
4.250 117-270
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 119-017 119-175
PP 119-013 119-123
S1 119-010 119-072

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

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