ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 119-280 120-030 0-070 0.2% 120-050
High 119-300 120-040 0-060 0.2% 120-050
Low 119-280 120-030 0-070 0.2% 119-240
Close 119-300 120-040 0-060 0.2% 120-040
Range 0-020 0-010 -0-010 -50.0% 0-130
ATR 0-050 0-051 0-001 1.4% 0-000
Volume 42 189 147 350.0% 372
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-067 120-063 120-046
R3 120-057 120-053 120-043
R2 120-047 120-047 120-042
R1 120-043 120-043 120-041 120-045
PP 120-037 120-037 120-037 120-038
S1 120-033 120-033 120-039 120-035
S2 120-027 120-027 120-038
S3 120-017 120-023 120-037
S4 120-007 120-013 120-034
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-073 121-027 120-112
R3 120-263 120-217 120-076
R2 120-133 120-133 120-064
R1 120-087 120-087 120-052 120-045
PP 120-003 120-003 120-003 119-302
S1 119-277 119-277 120-028 119-235
S2 119-193 119-193 120-016
S3 119-063 119-147 120-004
S4 118-253 119-017 119-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-050 119-240 0-130 0.3% 0-014 0.0% 92% False False 74
10 120-080 119-240 0-160 0.4% 0-024 0.1% 75% False False 219
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 120-066
1.618 120-056
1.000 120-050
0.618 120-046
HIGH 120-040
0.618 120-036
0.500 120-035
0.382 120-034
LOW 120-030
0.618 120-024
1.000 120-020
1.618 120-014
2.618 120-004
4.250 119-308
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 120-038 120-020
PP 120-037 120-000
S1 120-035 119-300

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

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