ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 120-085 120-132 0-047 0.1% 120-197
High 120-155 120-220 0-065 0.2% 120-235
Low 120-072 120-102 0-030 0.1% 120-060
Close 120-142 120-205 0-063 0.2% 120-205
Range 0-083 0-118 0-035 42.2% 0-175
ATR 0-107 0-108 0-001 0.7% 0-000
Volume 613,871 505,384 -108,487 -17.7% 2,509,662
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-210 121-165 120-270
R3 121-092 121-047 120-237
R2 120-294 120-294 120-227
R1 120-249 120-249 120-216 120-272
PP 120-176 120-176 120-176 120-187
S1 120-131 120-131 120-194 120-154
S2 120-058 120-058 120-183
S3 119-260 120-013 120-173
S4 119-142 119-215 120-140
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 122-052 121-303 120-301
R3 121-197 121-128 120-253
R2 121-022 121-022 120-237
R1 120-273 120-273 120-221 120-308
PP 120-167 120-167 120-167 120-184
S1 120-098 120-098 120-189 120-132
S2 119-312 119-312 120-173
S3 119-137 119-243 120-157
S4 118-282 119-068 120-109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-235 120-060 0-175 0.5% 0-095 0.2% 83% False False 501,932
10 120-287 120-002 0-285 0.7% 0-099 0.3% 71% False False 513,162
20 120-292 119-247 1-045 0.9% 0-097 0.3% 76% False False 497,579
40 120-292 118-092 2-200 2.2% 0-116 0.3% 90% False False 576,479
60 120-292 118-092 2-200 2.2% 0-122 0.3% 90% False False 437,312
80 120-292 118-020 2-272 2.4% 0-104 0.3% 90% False False 328,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-082
2.618 121-209
1.618 121-091
1.000 121-018
0.618 120-293
HIGH 120-220
0.618 120-175
0.500 120-161
0.382 120-147
LOW 120-102
0.618 120-029
1.000 119-304
1.618 119-231
2.618 119-113
4.250 118-240
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 120-190 120-183
PP 120-176 120-162
S1 120-161 120-140

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

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