ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 120-212 120-197 -0-015 0.0% 120-055
High 120-287 120-235 -0-052 -0.1% 120-287
Low 120-157 120-165 0-008 0.0% 120-002
Close 120-225 120-187 -0-038 -0.1% 120-225
Range 0-130 0-070 -0-060 -46.2% 0-285
ATR 0-114 0-110 -0-003 -2.7% 0-000
Volume 633,892 430,644 -203,248 -32.1% 2,621,964
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-086 121-046 120-226
R3 121-016 120-296 120-206
R2 120-266 120-266 120-200
R1 120-226 120-226 120-193 120-211
PP 120-196 120-196 120-196 120-188
S1 120-156 120-156 120-181 120-141
S2 120-126 120-126 120-174
S3 120-056 120-086 120-168
S4 119-306 120-016 120-148
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
5 120-287 120-085 0-202 0.5% 0-097 0.3% 50% False False 534,911
10 120-287 120-002 0-285 0.7% 0-095 0.2% 65% False False 482,710
20 120-292 119-220 1-072 1.0% 0-098 0.3% 73% False False 513,152
40 120-292 118-092 2-200 2.2% 0-121 0.3% 88% False False 596,681
60 120-292 118-092 2-200 2.2% 0-119 0.3% 88% False False 402,697
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-212
2.618 121-098
1.618 121-028
1.000 120-305
0.618 120-278
HIGH 120-235
0.618 120-208
0.500 120-200
0.382 120-192
LOW 120-165
0.618 120-122
1.000 120-095
1.618 120-052
2.618 119-302
4.250 119-188
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 120-200 120-216
PP 120-196 120-206
S1 120-191 120-197

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

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