ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 119-050 118-270 -0-100 -0.3% 119-020
High 119-090 119-070 -0-020 -0.1% 119-090
Low 118-260 118-210 -0-050 -0.1% 118-150
Close 118-280 118-230 -0-050 -0.1% 118-230
Range 0-150 0-180 0-030 20.0% 0-260
ATR 0-127 0-131 0-004 3.0% 0-000
Volume 54,816 156,598 101,782 185.7% 260,091
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-177 120-063 119-009
R3 119-317 119-203 118-280
R2 119-137 119-137 118-263
R1 119-023 119-023 118-246 118-310
PP 118-277 118-277 118-277 118-260
S1 118-163 118-163 118-214 118-130
S2 118-097 118-097 118-197
S3 117-237 117-303 118-180
S4 117-057 117-123 118-131
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-083 120-257 119-053
R3 120-143 119-317 118-302
R2 119-203 119-203 118-278
R1 119-057 119-057 118-254 119-000
PP 118-263 118-263 118-263 118-235
S1 118-117 118-117 118-206 118-060
S2 118-003 118-003 118-182
S3 117-063 117-177 118-158
S4 116-123 116-237 118-087
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% 0-166 0.4% 31% False False 53,556
10 120-060 118-150 1-230 1.4% 0-159 0.4% 15% False False 28,675
20 120-270 118-150 2-120 2.0% 0-114 0.3% 11% False False 14,729
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-195
2.618 120-221
1.618 120-041
1.000 119-250
0.618 119-181
HIGH 119-070
0.618 119-001
0.500 118-300
0.382 118-279
LOW 118-210
0.618 118-099
1.000 118-030
1.618 117-239
2.618 117-059
4.250 116-085
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 118-300 118-280
PP 118-277 118-263
S1 118-253 118-247

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

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