ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 119-265 119-167 -0-098 -0.3% 119-300
High 120-020 119-272 -0-068 -0.2% 120-090
Low 119-155 119-162 0-007 0.0% 119-045
Close 119-190 119-250 0-060 0.2% 120-062
Range 0-185 0-110 -0-075 -40.5% 1-045
ATR 0-133 0-131 -0-002 -1.2% 0-000
Volume 727,188 738,147 10,959 1.5% 3,677,634
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 120-238 120-194 119-310
R3 120-128 120-084 119-280
R2 120-018 120-018 119-270
R1 119-294 119-294 119-260 119-316
PP 119-228 119-228 119-228 119-239
S1 119-184 119-184 119-240 119-206
S2 119-118 119-118 119-230
S3 119-008 119-074 119-220
S4 118-218 118-284 119-190
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 123-094 122-283 120-263
R3 122-049 121-238 120-162
R2 121-004 121-004 120-129
R1 120-193 120-193 120-095 120-258
PP 119-279 119-279 119-279 119-312
S1 119-148 119-148 120-029 119-214
S2 118-234 118-234 119-315
S3 117-189 118-103 119-282
S4 116-144 117-058 119-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-090 119-155 0-255 0.7% 0-130 0.3% 37% False False 650,066
10 120-090 119-045 1-045 1.0% 0-153 0.4% 56% False False 756,338
20 120-230 119-045 1-185 1.3% 0-134 0.3% 41% False False 706,247
40 120-292 119-045 1-247 1.5% 0-117 0.3% 36% False False 607,556
60 120-292 118-092 2-200 2.2% 0-123 0.3% 57% False False 634,628
80 120-292 118-092 2-200 2.2% 0-124 0.3% 57% False False 490,578
100 120-292 117-220 3-072 2.7% 0-108 0.3% 65% False False 392,507
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-100
2.618 120-240
1.618 120-130
1.000 120-062
0.618 120-020
HIGH 119-272
0.618 119-230
0.500 119-217
0.382 119-204
LOW 119-162
0.618 119-094
1.000 119-052
1.618 118-304
2.618 118-194
4.250 118-014
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 119-239 119-278
PP 119-228 119-268
S1 119-217 119-259

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.