ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 120-000 119-242 -0-078 -0.2% 120-055
High 120-030 119-307 -0-043 -0.1% 120-080
Low 119-182 119-190 0-008 0.0% 119-155
Close 119-210 119-300 0-090 0.2% 119-210
Range 0-168 0-117 -0-051 -30.4% 0-245
ATR 0-131 0-130 -0-001 -0.8% 0-000
Volume 770,294 1,812,251 1,041,957 135.3% 3,328,740
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 120-297 120-255 120-044
R3 120-180 120-138 120-012
R2 120-063 120-063 120-001
R1 120-021 120-021 119-311 120-042
PP 119-266 119-266 119-266 119-276
S1 119-224 119-224 119-289 119-245
S2 119-149 119-149 119-279
S3 119-032 119-107 119-268
S4 118-235 118-310 119-236
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 122-030 121-205 120-025
R3 121-105 120-280 119-277
R2 120-180 120-180 119-255
R1 120-035 120-035 119-232 119-305
PP 119-255 119-255 119-255 119-230
S1 119-110 119-110 119-188 119-060
S2 119-010 119-010 119-165
S3 118-085 118-185 119-143
S4 117-160 117-260 119-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-030 119-155 0-195 0.5% 0-134 0.3% 74% False False 931,674
10 120-090 119-045 1-045 1.0% 0-134 0.3% 70% False False 819,859
20 120-195 119-045 1-150 1.2% 0-138 0.4% 54% False False 789,754
40 120-292 119-045 1-247 1.5% 0-117 0.3% 45% False False 640,602
60 120-292 118-092 2-200 2.2% 0-123 0.3% 63% False False 639,821
80 120-292 118-092 2-200 2.2% 0-126 0.3% 63% False False 530,467
100 120-292 118-070 2-222 2.2% 0-112 0.3% 64% False False 424,430
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-164
2.618 120-293
1.618 120-176
1.000 120-104
0.618 120-059
HIGH 119-307
0.618 119-262
0.500 119-248
0.382 119-235
LOW 119-190
0.618 119-118
1.000 119-073
1.618 119-001
2.618 118-204
4.250 118-013
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 119-283 119-289
PP 119-266 119-277
S1 119-248 119-266

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

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