ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 120-040 120-050 0-010 0.0% 119-240
High 120-070 120-050 -0-020 -0.1% 120-080
Low 120-010 120-020 0-010 0.0% 119-240
Close 120-060 120-030 -0-030 -0.1% 120-060
Range 0-060 0-030 -0-030 -50.0% 0-160
ATR
Volume 936 125 -811 -86.6% 1,823
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-123 120-107 120-046
R3 120-093 120-077 120-038
R2 120-063 120-063 120-036
R1 120-047 120-047 120-033 120-040
PP 120-033 120-033 120-033 120-030
S1 120-017 120-017 120-027 120-010
S2 120-003 120-003 120-024
S3 119-293 119-307 120-022
S4 119-263 119-277 120-014
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-180 121-120 120-148
R3 121-020 120-280 120-104
R2 120-180 120-180 120-089
R1 120-120 120-120 120-075 120-150
PP 120-020 120-020 120-020 120-035
S1 119-280 119-280 120-045 119-310
S2 119-180 119-180 120-031
S3 119-020 119-120 120-016
S4 118-180 118-280 119-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-080 119-300 0-100 0.3% 0-040 0.1% 50% False False 389
10 120-080 119-200 0-200 0.5% 0-020 0.1% 75% False False 195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-178
2.618 120-129
1.618 120-099
1.000 120-080
0.618 120-069
HIGH 120-050
0.618 120-039
0.500 120-035
0.382 120-031
LOW 120-020
0.618 120-001
1.000 119-310
1.618 119-291
2.618 119-261
4.250 119-212
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 120-035 120-035
PP 120-033 120-033
S1 120-032 120-032

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

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