ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 119-150 119-035 -0-115 -0.3% 118-260
High 119-207 119-110 -0-097 -0.3% 119-207
Low 119-015 119-002 -0-013 0.0% 118-230
Close 119-050 119-090 0-040 0.1% 119-090
Range 0-192 0-108 -0-084 -43.8% 0-297
ATR 0-137 0-135 -0-002 -1.5% 0-000
Volume 949,127 868,622 -80,505 -8.5% 3,755,720
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-071 120-029 119-149
R3 119-283 119-241 119-120
R2 119-175 119-175 119-110
R1 119-133 119-133 119-100 119-154
PP 119-067 119-067 119-067 119-078
S1 119-025 119-025 119-080 119-046
S2 118-279 118-279 119-070
S3 118-171 118-237 119-060
S4 118-063 118-129 119-031
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 122-000 121-182 119-253
R3 121-023 120-205 119-172
R2 120-046 120-046 119-144
R1 119-228 119-228 119-117 119-297
PP 119-069 119-069 119-069 119-104
S1 118-251 118-251 119-063 119-000
S2 118-092 118-092 119-036
S3 117-115 117-274 119-008
S4 116-138 116-297 118-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-207 118-230 0-297 0.8% 0-146 0.4% 61% False False 751,144
10 119-207 118-150 1-057 1.0% 0-156 0.4% 69% False False 402,350
20 120-270 118-150 2-120 2.0% 0-137 0.4% 34% False False 202,404
40 120-270 118-070 2-200 2.2% 0-095 0.2% 40% False False 101,344
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 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-249
2.618 120-073
1.618 119-285
1.000 119-218
0.618 119-177
HIGH 119-110
0.618 119-069
0.500 119-056
0.382 119-043
LOW 119-002
0.618 118-255
1.000 118-214
1.618 118-147
2.618 118-039
4.250 117-183
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 119-079 119-104
PP 119-067 119-100
S1 119-056 119-095

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

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