ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 120-065 119-287 -0-098 -0.3% 119-242
High 120-085 119-287 -0-118 -0.3% 120-085
Low 119-265 119-180 -0-085 -0.2% 119-190
Close 119-270 119-202 -0-068 -0.2% 120-082
Range 0-140 0-107 -0-033 -23.6% 0-215
ATR 0-120 0-120 -0-001 -0.8% 0-000
Volume 76,666 65,919 -10,747 -14.0% 4,753,505
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-224 120-160 119-261
R3 120-117 120-053 119-231
R2 120-010 120-010 119-222
R1 119-266 119-266 119-212 119-244
PP 119-223 119-223 119-223 119-212
S1 119-159 119-159 119-192 119-138
S2 119-116 119-116 119-182
S3 119-009 119-052 119-173
S4 118-222 118-265 119-143
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
5 120-085 119-180 0-225 0.6% 0-093 0.2% 10% False True 616,767
10 120-085 119-155 0-250 0.7% 0-114 0.3% 19% False False 774,221
20 120-090 119-045 1-045 1.0% 0-130 0.3% 43% False False 769,371
40 120-287 119-045 1-242 1.5% 0-117 0.3% 28% False False 654,717
60 120-292 118-095 2-197 2.2% 0-119 0.3% 51% False False 635,129
80 120-292 118-092 2-200 2.2% 0-127 0.3% 51% False False 568,944
100 120-292 118-092 2-200 2.2% 0-115 0.3% 51% False False 455,259
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-102
2.618 120-247
1.618 120-140
1.000 120-074
0.618 120-033
HIGH 119-287
0.618 119-246
0.500 119-234
0.382 119-221
LOW 119-180
0.618 119-114
1.000 119-073
1.618 119-007
2.618 118-220
4.250 118-045
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 119-234 119-292
PP 119-223 119-262
S1 119-212 119-232

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.