ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 120-067 120-140 0-073 0.2% 119-292
High 120-162 120-197 0-035 0.1% 120-107
Low 120-027 120-105 0-078 0.2% 119-220
Close 120-137 120-120 -0-017 0.0% 120-010
Range 0-135 0-092 -0-043 -31.9% 0-207
ATR 0-126 0-124 -0-002 -1.9% 0-000
Volume 634,308 440,616 -193,692 -30.5% 2,916,678
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-097 121-040 120-171
R3 121-005 120-268 120-145
R2 120-233 120-233 120-137
R1 120-176 120-176 120-128 120-158
PP 120-141 120-141 120-141 120-132
S1 120-084 120-084 120-112 120-066
S2 120-049 120-049 120-103
S3 119-277 119-312 120-095
S4 119-185 119-220 120-069
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-307 121-205 120-124
R3 121-100 120-318 120-067
R2 120-213 120-213 120-048
R1 120-111 120-111 120-029 120-162
PP 120-006 120-006 120-006 120-031
S1 119-224 119-224 119-311 119-275
S2 119-119 119-119 119-292
S3 118-232 119-017 119-273
S4 118-025 118-130 119-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-197 119-247 0-270 0.7% 0-092 0.2% 71% True False 535,908
10 120-197 119-182 1-015 0.9% 0-102 0.3% 77% True False 555,963
20 120-197 118-092 2-105 1.9% 0-133 0.3% 90% True False 630,701
40 120-197 118-092 2-105 1.9% 0-135 0.4% 90% True False 474,083
60 120-270 118-092 2-178 2.1% 0-112 0.3% 82% False False 316,190
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-268
2.618 121-118
1.618 121-026
1.000 120-289
0.618 120-254
HIGH 120-197
0.618 120-162
0.500 120-151
0.382 120-140
LOW 120-105
0.618 120-048
1.000 120-013
1.618 119-276
2.618 119-184
4.250 119-034
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 120-151 120-114
PP 120-141 120-108
S1 120-130 120-102

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

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