ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 119-152 119-177 0-025 0.1% 119-290
High 119-225 120-045 0-140 0.4% 120-045
Low 119-055 119-155 0-100 0.3% 119-055
Close 119-190 119-302 0-112 0.3% 119-302
Range 0-170 0-210 0-040 23.5% 0-310
ATR 0-117 0-124 0-007 5.7% 0-000
Volume 982,545 955,254 -27,291 -2.8% 3,973,035
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 121-264 121-173 120-098
R3 121-054 120-283 120-040
R2 120-164 120-164 120-020
R1 120-073 120-073 120-001 120-118
PP 119-274 119-274 119-274 119-297
S1 119-183 119-183 119-283 119-228
S2 119-064 119-064 119-264
S3 118-174 118-293 119-244
S4 117-284 118-083 119-186
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 122-211 122-086 120-152
R3 121-221 121-096 120-067
R2 120-231 120-231 120-039
R1 120-106 120-106 120-010 120-168
PP 119-241 119-241 119-241 119-272
S1 119-116 119-116 119-274 119-178
S2 118-251 118-251 119-245
S3 117-261 118-126 119-217
S4 116-271 117-136 119-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-045 119-055 0-310 0.8% 0-141 0.4% 80% True False 794,607
10 120-230 119-055 1-175 1.3% 0-133 0.3% 50% False False 738,011
20 120-287 119-055 1-232 1.4% 0-116 0.3% 45% False False 625,586
40 120-292 118-235 2-057 1.8% 0-116 0.3% 56% False False 584,320
60 120-292 118-092 2-200 2.2% 0-126 0.3% 63% False False 560,052
80 120-292 118-092 2-200 2.2% 0-117 0.3% 63% False False 420,290
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 36 trading days
Fibonacci Retracements and Extensions
4.250 122-298
2.618 121-275
1.618 121-065
1.000 120-255
0.618 120-175
HIGH 120-045
0.618 119-285
0.500 119-260
0.382 119-235
LOW 119-155
0.618 119-025
1.000 118-265
1.618 118-135
2.618 117-245
4.250 116-222
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 119-288 119-271
PP 119-274 119-241
S1 119-260 119-210

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

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