ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 120-017 120-065 0-048 0.1% 119-242
High 120-085 120-085 0-000 0.0% 120-085
Low 120-007 119-265 -0-062 -0.2% 119-190
Close 120-082 119-270 -0-132 -0.3% 120-082
Range 0-078 0-140 0-062 79.5% 0-215
ATR 0-119 0-120 0-002 1.3% 0-000
Volume 238,499 76,666 -161,833 -67.9% 4,753,505
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 121-093 121-002 120-027
R3 120-273 120-182 119-308
R2 120-133 120-133 119-296
R1 120-042 120-042 119-283 120-018
PP 119-313 119-313 119-313 119-301
S1 119-222 119-222 119-257 119-198
S2 119-173 119-173 119-244
S3 119-033 119-082 119-232
S4 118-213 118-262 119-193
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 122-017 121-265 120-200
R3 121-122 121-050 120-141
R2 120-227 120-227 120-121
R1 120-155 120-155 120-102 120-191
PP 120-012 120-012 120-012 120-030
S1 119-260 119-260 120-062 119-296
S2 119-117 119-117 120-043
S3 118-222 119-045 120-023
S4 118-007 118-150 119-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-085 119-190 0-215 0.6% 0-095 0.2% 37% True False 966,034
10 120-085 119-155 0-250 0.7% 0-117 0.3% 46% True False 815,891
20 120-090 119-045 1-045 1.0% 0-129 0.3% 62% False False 790,479
40 120-292 119-045 1-247 1.5% 0-117 0.3% 40% False False 662,217
60 120-292 118-092 2-200 2.2% 0-122 0.3% 59% False False 651,712
80 120-292 118-092 2-200 2.2% 0-126 0.3% 59% False False 568,150
100 120-292 118-092 2-200 2.2% 0-114 0.3% 59% False False 454,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-040
2.618 121-132
1.618 120-312
1.000 120-225
0.618 120-172
HIGH 120-085
0.618 120-032
0.500 120-015
0.382 119-318
LOW 119-265
0.618 119-178
1.000 119-125
1.618 119-038
2.618 118-218
4.250 117-310
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 120-015 120-015
PP 119-313 119-313
S1 119-292 119-292

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

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