ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 120-190 120-090 -0-100 -0.3% 120-197
High 120-195 120-137 -0-058 -0.2% 120-235
Low 120-090 119-302 -0-108 -0.3% 120-060
Close 120-125 120-075 -0-050 -0.1% 120-205
Range 0-105 0-155 0-050 47.6% 0-175
ATR 0-106 0-110 0-003 3.3% 0-000
Volume 620,533 956,845 336,312 54.2% 2,509,662
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-210 121-137 120-160
R3 121-055 120-302 120-118
R2 120-220 120-220 120-103
R1 120-147 120-147 120-089 120-106
PP 120-065 120-065 120-065 120-044
S1 119-312 119-312 120-061 119-271
S2 119-230 119-230 120-047
S3 119-075 119-157 120-032
S4 118-240 119-002 119-310
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
5 120-230 119-302 0-248 0.6% 0-109 0.3% 38% False True 620,056
10 120-287 119-302 0-305 0.8% 0-104 0.3% 30% False True 576,042
20 120-292 119-302 0-310 0.8% 0-102 0.3% 30% False True 516,399
40 120-292 118-092 2-200 2.2% 0-116 0.3% 74% False False 572,310
60 120-292 118-092 2-200 2.2% 0-124 0.3% 74% False False 470,310
80 120-292 118-092 2-200 2.2% 0-108 0.3% 74% False False 352,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 122-156
2.618 121-223
1.618 121-068
1.000 120-292
0.618 120-233
HIGH 120-137
0.618 120-078
0.500 120-060
0.382 120-041
LOW 119-302
0.618 119-206
1.000 119-147
1.618 119-051
2.618 118-216
4.250 117-283
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 120-070 120-106
PP 120-065 120-096
S1 120-060 120-085

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

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