ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 119-205 119-217 0-012 0.0% 119-290
High 120-002 120-007 0-005 0.0% 120-045
Low 119-192 119-210 0-018 0.0% 119-055
Close 119-227 119-312 0-085 0.2% 119-302
Range 0-130 0-117 -0-013 -10.0% 0-310
ATR 0-132 0-131 -0-001 -0.8% 0-000
Volume 836,574 723,708 -112,866 -13.5% 3,973,035
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 120-314 120-270 120-056
R3 120-197 120-153 120-024
R2 120-080 120-080 120-013
R1 120-036 120-036 120-003 120-058
PP 119-283 119-283 119-283 119-294
S1 119-239 119-239 119-301 119-261
S2 119-166 119-166 119-291
S3 119-049 119-122 119-280
S4 118-252 119-005 119-248
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% 0-165 0.4% 83% False False 810,842
10 120-062 119-045 1-017 0.9% 0-144 0.4% 79% False False 749,566
20 120-287 119-045 1-242 1.5% 0-127 0.3% 48% False False 681,131
40 120-292 119-045 1-247 1.5% 0-116 0.3% 47% False False 601,583
60 120-292 118-092 2-200 2.2% 0-125 0.3% 64% False False 610,612
80 120-292 118-092 2-200 2.2% 0-121 0.3% 64% False False 459,016
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 0-034
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-184
2.618 120-313
1.618 120-196
1.000 120-124
0.618 120-079
HIGH 120-007
0.618 119-282
0.500 119-268
0.382 119-255
LOW 119-210
0.618 119-138
1.000 119-093
1.618 119-021
2.618 118-224
4.250 118-033
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 119-298 119-270
PP 119-283 119-228
S1 119-268 119-186

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

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