ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 119-300 119-292 -0-008 0.0% 120-055
High 119-307 120-035 0-048 0.1% 120-080
Low 119-235 119-285 0-050 0.1% 119-155
Close 119-292 120-027 0-055 0.1% 119-210
Range 0-072 0-070 -0-002 -2.8% 0-245
ATR 0-126 0-122 -0-004 -3.2% 0-000
Volume 1,787,941 914,814 -873,127 -48.8% 3,328,740
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 120-219 120-193 120-066
R3 120-149 120-123 120-046
R2 120-079 120-079 120-040
R1 120-053 120-053 120-033 120-066
PP 120-009 120-009 120-009 120-016
S1 119-303 119-303 120-021 119-316
S2 119-259 119-259 120-014
S3 119-189 119-233 120-008
S4 119-119 119-163 119-308
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
5 120-035 119-182 0-173 0.5% 0-103 0.3% 95% True False 1,179,158
10 120-090 119-155 0-255 0.7% 0-117 0.3% 75% False False 914,612
20 120-102 119-045 1-057 1.0% 0-132 0.3% 80% False False 846,023
40 120-292 119-045 1-247 1.5% 0-117 0.3% 53% False False 681,211
60 120-292 118-092 2-200 2.2% 0-121 0.3% 68% False False 663,547
80 120-292 118-092 2-200 2.2% 0-126 0.3% 68% False False 564,238
100 120-292 118-092 2-200 2.2% 0-113 0.3% 68% False False 451,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 121-012
2.618 120-218
1.618 120-148
1.000 120-105
0.618 120-078
HIGH 120-035
0.618 120-008
0.500 120-000
0.382 119-312
LOW 119-285
0.618 119-242
1.000 119-215
1.618 119-172
2.618 119-102
4.250 118-308
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 120-018 120-002
PP 120-009 119-297
S1 120-000 119-272

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

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