ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 119-060 119-020 -0-040 -0.1% 119-140
High 119-060 119-060 0-000 0.0% 119-140
Low 119-020 118-160 -0-180 -0.5% 118-260
Close 119-030 118-190 -0-160 -0.4% 119-030
Range 0-040 0-220 0-180 450.0% 0-200
ATR 0-109 0-117 0-008 7.3% 0-000
Volume 7,692 10,180 2,488 32.3% 25,997
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-263 120-127 118-311
R3 120-043 119-227 118-250
R2 119-143 119-143 118-230
R1 119-007 119-007 118-210 118-285
PP 118-243 118-243 118-243 118-222
S1 118-107 118-107 118-170 118-065
S2 118-023 118-023 118-150
S3 117-123 117-207 118-130
S4 116-223 116-307 118-069
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-317 120-213 119-140
R3 120-117 120-013 119-085
R2 119-237 119-237 119-067
R1 119-133 119-133 119-048 119-085
PP 119-037 119-037 119-037 119-012
S1 118-253 118-253 119-012 118-205
S2 118-157 118-157 118-313
S3 117-277 118-053 118-295
S4 117-077 117-173 118-240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-090 118-160 0-250 0.7% 0-116 0.3% 12% False True 6,777
10 120-200 118-160 2-040 1.8% 0-129 0.3% 4% False True 4,142
20 120-270 118-160 2-110 2.0% 0-100 0.3% 4% False True 2,332
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-035
2.618 120-316
1.618 120-096
1.000 119-280
0.618 119-196
HIGH 119-060
0.618 118-296
0.500 118-270
0.382 118-244
LOW 118-160
0.618 118-024
1.000 117-260
1.618 117-124
2.618 116-224
4.250 115-185
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 118-270 118-285
PP 118-243 118-253
S1 118-217 118-222

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

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