ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 119-152 119-297 0-145 0.4% 119-027
High 119-250 119-310 0-060 0.2% 119-115
Low 119-040 119-217 0-177 0.5% 118-287
Close 119-250 119-220 -0-030 -0.1% 119-065
Range 0-210 0-093 -0-117 -55.7% 0-148
ATR 0-120 0-118 -0-002 -1.6% 0-000
Volume 4,873 581 -4,292 -88.1% 34,445
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-208 120-147 119-271
R3 120-115 120-054 119-246
R2 120-022 120-022 119-237
R1 119-281 119-281 119-229 119-265
PP 119-249 119-249 119-249 119-241
S1 119-188 119-188 119-211 119-172
S2 119-156 119-156 119-203
S3 119-063 119-095 119-194
S4 118-290 119-002 119-169
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
5 119-310 119-030 0-280 0.7% 0-098 0.3% 68% True False 3,716
10 119-310 118-257 1-053 1.0% 0-104 0.3% 76% True False 6,557
20 120-085 118-257 1-148 1.2% 0-108 0.3% 60% False False 321,145
40 120-230 118-257 1-293 1.6% 0-121 0.3% 46% False False 513,696
60 120-292 118-257 2-035 1.8% 0-114 0.3% 42% False False 512,086
80 120-292 118-092 2-200 2.2% 0-119 0.3% 53% False False 556,257
100 120-292 118-092 2-200 2.2% 0-121 0.3% 53% False False 456,691
120 120-292 117-220 3-072 2.7% 0-108 0.3% 62% False False 380,613
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 True
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-065
2.618 120-233
1.618 120-140
1.000 120-083
0.618 120-047
HIGH 119-310
0.618 119-274
0.500 119-264
0.382 119-253
LOW 119-217
0.618 119-160
1.000 119-124
1.618 119-067
2.618 118-294
4.250 118-142
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 119-264 119-205
PP 119-249 119-190
S1 119-234 119-175

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

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