ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 120-187 120-212 0-025 0.1% 120-055
High 120-242 120-287 0-045 0.1% 120-287
Low 120-145 120-157 0-012 0.0% 120-002
Close 120-232 120-225 -0-007 0.0% 120-225
Range 0-097 0-130 0-033 34.0% 0-285
ATR 0-112 0-114 0-001 1.1% 0-000
Volume 635,845 633,892 -1,953 -0.3% 2,621,964
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-293 121-229 120-296
R3 121-163 121-099 120-261
R2 121-033 121-033 120-249
R1 120-289 120-289 120-237 121-001
PP 120-223 120-223 120-223 120-239
S1 120-159 120-159 120-213 120-191
S2 120-093 120-093 120-201
S3 119-283 120-029 120-189
S4 119-153 119-219 120-154
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 123-066 122-271 121-062
R3 122-101 121-306 120-303
R2 121-136 121-136 120-277
R1 121-021 121-021 120-251 121-078
PP 120-171 120-171 120-171 120-200
S1 120-056 120-056 120-199 120-114
S2 119-206 119-206 120-173
S3 118-241 119-091 120-147
S4 117-276 118-126 120-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-287 120-002 0-285 0.7% 0-104 0.3% 78% True False 524,392
10 120-292 120-002 0-290 0.8% 0-100 0.3% 77% False False 476,238
20 120-292 119-182 1-110 1.1% 0-101 0.3% 84% False False 516,100
40 120-292 118-092 2-200 2.2% 0-124 0.3% 92% False False 589,830
60 120-292 118-092 2-200 2.2% 0-119 0.3% 92% False False 395,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-200
2.618 121-307
1.618 121-177
1.000 121-097
0.618 121-047
HIGH 120-287
0.618 120-237
0.500 120-222
0.382 120-207
LOW 120-157
0.618 120-077
1.000 120-027
1.618 119-267
2.618 119-137
4.250 118-244
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 120-224 120-220
PP 120-223 120-216
S1 120-222 120-211

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

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