ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 118-200 119-050 0-170 0.4% 119-140
High 119-070 119-090 0-020 0.1% 119-140
Low 118-150 118-260 0-110 0.3% 118-260
Close 119-040 118-280 -0-080 -0.2% 119-030
Range 0-240 0-150 -0-090 -37.5% 0-200
ATR 0-126 0-127 0-002 1.4% 0-000
Volume 38,497 54,816 16,319 42.4% 25,997
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-127 120-033 119-042
R3 119-297 119-203 119-001
R2 119-147 119-147 118-308
R1 119-053 119-053 118-294 119-025
PP 118-317 118-317 118-317 118-302
S1 118-223 118-223 118-266 118-195
S2 118-167 118-167 118-252
S3 118-017 118-073 118-239
S4 117-187 117-243 118-198
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% 0-160 0.4% 50% True False 24,031
10 120-110 118-150 1-280 1.6% 0-146 0.4% 22% False False 13,252
20 120-270 118-150 2-120 2.0% 0-110 0.3% 17% False False 6,940
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 0-025
Narrowest range in 3 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 19-Feb-2015
Pivot 1 day 3 day
R1 119-015 118-280
PP 118-317 118-280
S1 118-298 118-280

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

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