ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 119-152 119-150 -0-002 0.0% 119-020
High 119-175 119-207 0-032 0.1% 119-090
Low 119-107 119-015 -0-092 -0.2% 118-150
Close 119-145 119-050 -0-095 -0.2% 118-230
Range 0-068 0-192 0-124 182.4% 0-260
ATR 0-133 0-137 0-004 3.2% 0-000
Volume 1,063,725 949,127 -114,598 -10.8% 260,091
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-027 120-230 119-156
R3 120-155 120-038 119-103
R2 119-283 119-283 119-085
R1 119-166 119-166 119-068 119-128
PP 119-091 119-091 119-091 119-072
S1 118-294 118-294 119-032 118-256
S2 118-219 118-219 119-015
S3 118-027 118-102 118-317
S4 117-155 117-230 118-264
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
5 119-207 118-210 0-317 0.8% 0-160 0.4% 50% True False 608,739
10 119-207 118-150 1-057 1.0% 0-160 0.4% 58% True False 316,385
20 120-270 118-150 2-120 2.0% 0-134 0.4% 29% False False 158,980
40 120-270 118-020 2-250 2.3% 0-092 0.2% 39% False False 79,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-063
2.618 121-070
1.618 120-198
1.000 120-079
0.618 120-006
HIGH 119-207
0.618 119-134
0.500 119-111
0.382 119-088
LOW 119-015
0.618 118-216
1.000 118-143
1.618 118-024
2.618 117-152
4.250 116-159
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 119-111 119-064
PP 119-091 119-059
S1 119-070 119-054

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

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