ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 119-177 119-300 0-123 0.3% 119-290
High 120-045 120-015 -0-030 -0.1% 120-045
Low 119-155 119-147 -0-008 0.0% 119-055
Close 119-302 119-157 -0-145 -0.4% 119-302
Range 0-210 0-188 -0-022 -10.5% 0-310
ATR 0-124 0-128 0-005 3.7% 0-000
Volume 955,254 620,034 -335,220 -35.1% 3,973,035
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 121-137 121-015 119-260
R3 120-269 120-147 119-209
R2 120-081 120-081 119-191
R1 119-279 119-279 119-174 119-246
PP 119-213 119-213 119-213 119-196
S1 119-091 119-091 119-140 119-058
S2 119-025 119-025 119-123
S3 118-157 118-223 119-105
S4 117-289 118-035 119-054
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% 0-159 0.4% 33% False False 820,999
10 120-195 119-055 1-140 1.2% 0-143 0.4% 22% False False 759,649
20 120-287 119-055 1-232 1.4% 0-120 0.3% 18% False False 637,685
40 120-292 118-297 1-315 1.7% 0-118 0.3% 28% False False 586,513
60 120-292 118-092 2-200 2.2% 0-127 0.3% 46% False False 570,236
80 120-292 118-092 2-200 2.2% 0-119 0.3% 46% False False 428,040
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 False
Bear Hook False
Bull Hook False
Stretch 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-174
2.618 121-187
1.618 120-319
1.000 120-203
0.618 120-131
HIGH 120-015
0.618 119-263
0.500 119-241
0.382 119-219
LOW 119-147
0.618 119-031
1.000 118-279
1.618 118-163
2.618 117-295
4.250 116-308
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 119-241 119-210
PP 119-213 119-192
S1 119-185 119-175

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.