ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 119-260 119-220 -0-040 -0.1% 120-050
High 119-260 119-220 -0-040 -0.1% 120-050
Low 119-110 119-090 -0-020 -0.1% 119-240
Close 119-220 119-190 -0-030 -0.1% 120-040
Range 0-150 0-130 -0-020 -13.3% 0-130
ATR 0-061 0-065 0-005 8.2% 0-000
Volume 469 2,118 1,649 351.6% 372
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-237 120-183 119-262
R3 120-107 120-053 119-226
R2 119-297 119-297 119-214
R1 119-243 119-243 119-202 119-205
PP 119-167 119-167 119-167 119-148
S1 119-113 119-113 119-178 119-075
S2 119-037 119-037 119-166
S3 118-227 118-303 119-154
S4 118-097 118-173 119-118
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
5 120-040 119-090 0-270 0.7% 0-074 0.2% 37% False True 701
10 120-070 119-090 0-300 0.8% 0-049 0.1% 33% False True 462
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 0-003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-132
2.618 120-240
1.618 120-110
1.000 120-030
0.618 119-300
HIGH 119-220
0.618 119-170
0.500 119-155
0.382 119-140
LOW 119-090
0.618 119-010
1.000 118-280
1.618 118-200
2.618 118-070
4.250 117-178
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 119-178 119-195
PP 119-167 119-193
S1 119-155 119-192

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

View Archives - Comment on this page... - Back to Index of Symbols