ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 119-145 119-205 0-060 0.2% 119-290
High 119-225 120-002 0-097 0.3% 120-045
Low 119-045 119-192 0-147 0.4% 119-055
Close 119-197 119-227 0-030 0.1% 119-302
Range 0-180 0-130 -0-050 -27.8% 0-310
ATR 0-132 0-132 0-000 -0.1% 0-000
Volume 918,644 836,574 -82,070 -8.9% 3,973,035
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 120-317 120-242 119-298
R3 120-187 120-112 119-263
R2 120-057 120-057 119-251
R1 119-302 119-302 119-239 120-020
PP 119-247 119-247 119-247 119-266
S1 119-172 119-172 119-215 119-210
S2 119-117 119-117 119-203
S3 118-307 119-042 119-191
S4 118-177 118-232 119-156
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
5 120-045 119-045 1-000 0.8% 0-176 0.5% 57% False False 862,610
10 120-102 119-045 1-057 1.0% 0-148 0.4% 48% False False 777,433
20 120-287 119-045 1-242 1.5% 0-126 0.3% 32% False False 676,738
40 120-292 119-030 1-262 1.5% 0-121 0.3% 34% False False 608,182
60 120-292 118-092 2-200 2.2% 0-127 0.3% 54% False False 599,192
80 120-292 118-092 2-200 2.2% 0-120 0.3% 54% False False 449,977
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-234
2.618 121-022
1.618 120-212
1.000 120-132
0.618 120-082
HIGH 120-002
0.618 119-272
0.500 119-257
0.382 119-242
LOW 119-192
0.618 119-112
1.000 119-062
1.618 118-302
2.618 118-172
4.250 117-280
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 119-257 119-215
PP 119-247 119-202
S1 119-237 119-190

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

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