ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 119-060 119-100 0-040 0.1% 119-027
High 119-115 119-167 0-052 0.1% 119-115
Low 119-030 119-100 0-070 0.2% 118-287
Close 119-065 119-112 0-047 0.1% 119-065
Range 0-085 0-067 -0-018 -21.2% 0-148
ATR 0-118 0-117 -0-001 -1.0% 0-000
Volume 4,577 4,474 -103 -2.3% 34,445
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-007 119-287 119-149
R3 119-260 119-220 119-130
R2 119-193 119-193 119-124
R1 119-153 119-153 119-118 119-173
PP 119-126 119-126 119-126 119-136
S1 119-086 119-086 119-106 119-106
S2 119-059 119-059 119-100
S3 118-312 119-019 119-094
S4 118-245 118-272 119-075
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-173 120-107 119-146
R3 120-025 119-279 119-106
R2 119-197 119-197 119-092
R1 119-131 119-131 119-079 119-164
PP 119-049 119-049 119-049 119-066
S1 118-303 118-303 119-051 119-016
S2 118-221 118-221 119-038
S3 118-073 118-155 119-024
S4 117-245 118-007 118-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-167 118-287 0-200 0.5% 0-086 0.2% 73% True False 6,251
10 119-287 118-257 1-030 0.9% 0-109 0.3% 50% False False 20,242
20 120-085 118-257 1-148 1.2% 0-113 0.3% 37% False False 418,066
40 120-235 118-257 1-298 1.6% 0-119 0.3% 28% False False 548,218
60 120-292 118-257 2-035 1.8% 0-113 0.3% 26% False False 537,512
80 120-292 118-092 2-200 2.2% 0-122 0.3% 40% False False 569,024
100 120-292 118-092 2-200 2.2% 0-119 0.3% 40% False False 456,607
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 False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-132
2.618 120-022
1.618 119-275
1.000 119-234
0.618 119-208
HIGH 119-167
0.618 119-141
0.500 119-134
0.382 119-126
LOW 119-100
0.618 119-059
1.000 119-033
1.618 118-312
2.618 118-245
4.250 118-135
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 119-134 119-097
PP 119-126 119-082
S1 119-119 119-067

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

View Archives - Comment on this page... - Back to Index of Symbols