ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 119-200 119-095 -0-105 -0.3% 119-242
High 119-210 119-182 -0-028 -0.1% 120-085
Low 119-075 119-035 -0-040 -0.1% 119-190
Close 119-100 119-170 0-070 0.2% 120-082
Range 0-135 0-147 0-012 8.9% 0-215
ATR 0-121 0-123 0-002 1.6% 0-000
Volume 62,954 17,505 -45,449 -72.2% 4,753,505
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-250 120-197 119-251
R3 120-103 120-050 119-210
R2 119-276 119-276 119-197
R1 119-223 119-223 119-183 119-250
PP 119-129 119-129 119-129 119-142
S1 119-076 119-076 119-157 119-102
S2 118-302 118-302 119-143
S3 118-155 118-249 119-130
S4 118-008 118-102 119-089
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
5 120-085 119-035 1-050 1.0% 0-121 0.3% 36% False True 92,308
10 120-085 119-035 1-050 1.0% 0-112 0.3% 36% False True 635,733
20 120-090 119-035 1-055 1.0% 0-133 0.3% 36% False True 696,036
40 120-287 119-035 1-252 1.5% 0-120 0.3% 24% False True 635,152
60 120-292 118-190 2-102 1.9% 0-119 0.3% 40% False False 614,449
80 120-292 118-092 2-200 2.2% 0-125 0.3% 47% False False 569,913
100 120-292 118-092 2-200 2.2% 0-117 0.3% 47% False False 456,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-167
2.618 120-247
1.618 120-100
1.000 120-009
0.618 119-273
HIGH 119-182
0.618 119-126
0.500 119-108
0.382 119-091
LOW 119-035
0.618 118-264
1.000 118-208
1.618 118-117
2.618 117-290
4.250 117-050
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 119-150 119-167
PP 119-129 119-164
S1 119-108 119-161

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

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