ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 120-215 120-190 -0-025 -0.1% 120-197
High 120-230 120-195 -0-035 -0.1% 120-235
Low 120-145 120-090 -0-055 -0.1% 120-060
Close 120-180 120-125 -0-055 -0.1% 120-205
Range 0-085 0-105 0-020 23.5% 0-175
ATR 0-107 0-106 0-000 -0.1% 0-000
Volume 403,648 620,533 216,885 53.7% 2,509,662
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-132 121-073 120-183
R3 121-027 120-288 120-154
R2 120-242 120-242 120-144
R1 120-183 120-183 120-135 120-160
PP 120-137 120-137 120-137 120-125
S1 120-078 120-078 120-115 120-055
S2 120-032 120-032 120-106
S3 119-247 119-293 120-096
S4 119-142 119-188 120-067
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% 0-105 0.3% 38% False False 547,244
10 120-287 120-060 0-227 0.6% 0-096 0.2% 29% False False 520,846
20 120-292 120-002 0-290 0.8% 0-098 0.3% 42% False False 500,518
40 120-292 118-092 2-200 2.2% 0-114 0.3% 80% False False 564,854
60 120-292 118-092 2-200 2.2% 0-123 0.3% 80% False False 454,370
80 120-292 118-092 2-200 2.2% 0-106 0.3% 80% False False 340,852
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-001
2.618 121-150
1.618 121-045
1.000 120-300
0.618 120-260
HIGH 120-195
0.618 120-155
0.500 120-142
0.382 120-130
LOW 120-090
0.618 120-025
1.000 119-305
1.618 119-240
2.618 119-135
4.250 118-284
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 120-142 120-160
PP 120-137 120-148
S1 120-131 120-137

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

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