ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 119-020 118-200 -0-140 -0.4% 119-140
High 119-060 119-070 0-010 0.0% 119-140
Low 118-160 118-150 -0-010 0.0% 118-260
Close 118-190 119-040 0-170 0.4% 119-030
Range 0-220 0-240 0-020 9.1% 0-200
ATR 0-117 0-126 0-009 7.5% 0-000
Volume 10,180 38,497 28,317 278.2% 25,997
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-060 120-290 119-172
R3 120-140 120-050 119-106
R2 119-220 119-220 119-084
R1 119-130 119-130 119-062 119-175
PP 118-300 118-300 118-300 119-002
S1 118-210 118-210 119-018 118-255
S2 118-060 118-060 118-316
S3 117-140 117-290 118-294
S4 116-220 117-050 118-228
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
5 119-090 118-150 0-260 0.7% 0-148 0.4% 81% False True 13,889
10 120-120 118-150 1-290 1.6% 0-142 0.4% 34% False True 7,822
20 120-270 118-150 2-120 2.0% 0-108 0.3% 28% False True 4,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 122-130
2.618 121-058
1.618 120-138
1.000 119-310
0.618 119-218
HIGH 119-070
0.618 118-298
0.500 118-270
0.382 118-242
LOW 118-150
0.618 118-002
1.000 117-230
1.618 117-082
2.618 116-162
4.250 115-090
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 119-010 119-010
PP 118-300 118-300
S1 118-270 118-270

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

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