ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 120-090 120-080 -0-010 0.0% 120-197
High 120-137 120-102 -0-035 -0.1% 120-235
Low 119-302 119-262 -0-040 -0.1% 120-060
Close 120-075 120-042 -0-033 -0.1% 120-205
Range 0-155 0-160 0-005 3.2% 0-175
ATR 0-110 0-113 0-004 3.3% 0-000
Volume 956,845 1,002,381 45,536 4.8% 2,509,662
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-189 121-115 120-130
R3 121-029 120-275 120-086
R2 120-189 120-189 120-071
R1 120-115 120-115 120-057 120-072
PP 120-029 120-029 120-029 120-007
S1 119-275 119-275 120-027 119-232
S2 119-189 119-189 120-013
S3 119-029 119-115 119-318
S4 118-189 118-275 119-274
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
5 120-230 119-262 0-288 0.7% 0-125 0.3% 35% False True 697,758
10 120-287 119-262 1-025 0.9% 0-111 0.3% 29% False True 612,696
20 120-292 119-262 1-030 0.9% 0-103 0.3% 29% False True 534,803
40 120-292 118-092 2-200 2.2% 0-118 0.3% 70% False False 584,912
60 120-292 118-092 2-200 2.2% 0-125 0.3% 70% False False 486,988
80 120-292 118-092 2-200 2.2% 0-110 0.3% 70% False False 365,337
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 0-027
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 122-142
2.618 121-201
1.618 121-041
1.000 120-262
0.618 120-201
HIGH 120-102
0.618 120-041
0.500 120-022
0.382 120-003
LOW 119-262
0.618 119-163
1.000 119-102
1.618 119-003
2.618 118-163
4.250 117-222
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 120-035 120-068
PP 120-029 120-060
S1 120-022 120-051

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

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