ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 119-285 119-267 -0-018 0.0% 119-100
High 120-012 119-267 -0-065 -0.2% 120-012
Low 119-285 119-197 -0-088 -0.2% 119-040
Close 120-000 119-212 -0-108 -0.3% 120-000
Range 0-047 0-070 0-023 48.9% 0-292
ATR 0-118 0-118 0-000 0.3% 0-000
Volume 1,176 2,870 1,694 144.0% 15,183
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-115 120-074 119-250
R3 120-045 120-004 119-231
R2 119-295 119-295 119-225
R1 119-254 119-254 119-218 119-240
PP 119-225 119-225 119-225 119-218
S1 119-184 119-184 119-206 119-170
S2 119-155 119-155 119-199
S3 119-085 119-114 119-193
S4 119-015 119-044 119-174
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 122-147 122-045 120-161
R3 121-175 121-073 120-080
R2 120-203 120-203 120-054
R1 120-101 120-101 120-027 120-152
PP 119-231 119-231 119-231 119-256
S1 119-129 119-129 119-293 119-180
S2 118-259 118-259 119-266
S3 117-287 118-157 119-240
S4 116-315 117-185 119-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-012 119-040 0-292 0.8% 0-091 0.2% 59% False False 2,715
10 120-012 118-287 1-045 1.0% 0-088 0.2% 67% False False 4,483
20 120-085 118-257 1-148 1.2% 0-101 0.3% 59% False False 252,308
40 120-230 118-257 1-293 1.6% 0-119 0.3% 45% False False 485,816
60 120-292 118-257 2-035 1.8% 0-112 0.3% 41% False False 489,737
80 120-292 118-092 2-200 2.2% 0-117 0.3% 52% False False 531,147
100 120-292 118-092 2-200 2.2% 0-121 0.3% 52% False False 456,714
120 120-292 118-020 2-272 2.4% 0-109 0.3% 56% False False 380,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-244
2.618 120-130
1.618 120-060
1.000 120-017
0.618 119-310
HIGH 119-267
0.618 119-240
0.500 119-232
0.382 119-224
LOW 119-197
0.618 119-154
1.000 119-127
1.618 119-084
2.618 119-014
4.250 118-220
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 119-232 119-264
PP 119-225 119-247
S1 119-219 119-230

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

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