ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 119-040 119-020 -0-020 -0.1% 120-270
High 119-050 119-090 0-040 0.1% 120-270
Low 118-280 118-260 -0-020 -0.1% 119-060
Close 119-020 119-060 0-040 0.1% 119-090
Range 0-090 0-150 0-060 66.7% 1-210
ATR 0-111 0-114 0-003 2.5% 0-000
Volume 4,106 8,974 4,868 118.6% 5,678
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-160 120-100 119-142
R3 120-010 119-270 119-101
R2 119-180 119-180 119-088
R1 119-120 119-120 119-074 119-150
PP 119-030 119-030 119-030 119-045
S1 118-290 118-290 119-046 119-000
S2 118-200 118-200 119-032
S3 118-050 118-140 119-019
S4 117-220 117-310 118-298
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
5 120-060 118-260 1-120 1.2% 0-152 0.4% 27% False True 3,794
10 120-270 118-260 2-010 1.7% 0-118 0.3% 18% False True 2,459
20 120-270 118-260 2-010 1.7% 0-096 0.3% 18% False True 1,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-088
2.618 120-163
1.618 120-013
1.000 119-240
0.618 119-183
HIGH 119-090
0.618 119-033
0.500 119-015
0.382 118-317
LOW 118-260
0.618 118-167
1.000 118-110
1.618 118-017
2.618 117-187
4.250 116-262
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 119-045 119-045
PP 119-030 119-030
S1 119-015 119-015

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

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