ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 119-100 119-147 0-047 0.1% 119-027
High 119-167 119-175 0-008 0.0% 119-115
Low 119-100 119-140 0-040 0.1% 118-287
Close 119-112 119-160 0-048 0.1% 119-065
Range 0-067 0-035 -0-032 -47.8% 0-148
ATR 0-117 0-113 -0-004 -3.3% 0-000
Volume 4,474 4,079 -395 -8.8% 34,445
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-263 119-247 119-179
R3 119-228 119-212 119-170
R2 119-193 119-193 119-166
R1 119-177 119-177 119-163 119-185
PP 119-158 119-158 119-158 119-162
S1 119-142 119-142 119-157 119-150
S2 119-123 119-123 119-154
S3 119-088 119-107 119-150
S4 119-053 119-072 119-141
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
5 119-175 118-287 0-208 0.5% 0-071 0.2% 93% True False 4,846
10 119-210 118-257 0-273 0.7% 0-102 0.3% 82% False False 14,058
20 120-085 118-257 1-148 1.2% 0-108 0.3% 48% False False 394,139
40 120-230 118-257 1-293 1.6% 0-119 0.3% 36% False False 537,554
60 120-292 118-257 2-035 1.8% 0-112 0.3% 33% False False 529,420
80 120-292 118-092 2-200 2.2% 0-120 0.3% 46% False False 567,117
100 120-292 118-092 2-200 2.2% 0-119 0.3% 46% False False 456,640
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 120-004
2.618 119-267
1.618 119-232
1.000 119-210
0.618 119-197
HIGH 119-175
0.618 119-162
0.500 119-158
0.382 119-153
LOW 119-140
0.618 119-118
1.000 119-105
1.618 119-083
2.618 119-048
4.250 118-311
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 119-159 119-141
PP 119-158 119-122
S1 119-158 119-102

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

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