ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 118-270 118-260 -0-010 0.0% 119-020
High 119-070 119-020 -0-050 -0.1% 119-090
Low 118-210 118-230 0-020 0.1% 118-150
Close 118-230 119-010 0-100 0.3% 118-230
Range 0-180 0-110 -0-070 -38.9% 0-260
ATR 0-131 0-130 -0-002 -1.2% 0-000
Volume 156,598 143,484 -13,114 -8.4% 260,091
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 119-310 119-270 119-070
R3 119-200 119-160 119-040
R2 119-090 119-090 119-030
R1 119-050 119-050 119-020 119-070
PP 118-300 118-300 118-300 118-310
S1 118-260 118-260 119-000 118-280
S2 118-190 118-190 118-310
S3 118-080 118-150 118-300
S4 117-290 118-040 118-270
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% 0-180 0.5% 69% False False 80,715
10 119-140 118-150 0-310 0.8% 0-138 0.4% 58% False False 42,957
20 120-270 118-150 2-120 2.0% 0-117 0.3% 24% False False 21,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-168
2.618 119-308
1.618 119-198
1.000 119-130
0.618 119-088
HIGH 119-020
0.618 118-298
0.500 118-285
0.382 118-272
LOW 118-230
0.618 118-162
1.000 118-120
1.618 118-052
2.618 117-262
4.250 117-082
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 118-315 119-003
PP 118-300 118-317
S1 118-285 118-310

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

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