ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 120-132 120-215 0-083 0.2% 120-197
High 120-220 120-230 0-010 0.0% 120-235
Low 120-102 120-145 0-043 0.1% 120-060
Close 120-205 120-180 -0-025 -0.1% 120-205
Range 0-118 0-085 -0-033 -28.0% 0-175
ATR 0-108 0-107 -0-002 -1.5% 0-000
Volume 505,384 403,648 -101,736 -20.1% 2,509,662
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-120 121-075 120-227
R3 121-035 120-310 120-203
R2 120-270 120-270 120-196
R1 120-225 120-225 120-188 120-205
PP 120-185 120-185 120-185 120-175
S1 120-140 120-140 120-172 120-120
S2 120-100 120-100 120-164
S3 120-015 120-055 120-157
S4 119-250 119-290 120-133
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
5 120-230 120-060 0-170 0.4% 0-098 0.3% 71% True False 496,533
10 120-287 120-060 0-227 0.6% 0-097 0.3% 53% False False 515,722
20 120-292 119-285 1-007 0.8% 0-096 0.2% 66% False False 491,451
40 120-292 118-092 2-200 2.2% 0-115 0.3% 87% False False 564,854
60 120-292 118-092 2-200 2.2% 0-122 0.3% 87% False False 444,038
80 120-292 118-070 2-222 2.2% 0-105 0.3% 87% False False 333,099
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 True
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-271
2.618 121-133
1.618 121-048
1.000 120-315
0.618 120-283
HIGH 120-230
0.618 120-198
0.500 120-188
0.382 120-177
LOW 120-145
0.618 120-092
1.000 120-060
1.618 120-007
2.618 119-242
4.250 119-104
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 120-188 120-170
PP 120-185 120-161
S1 120-182 120-151

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.