ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 119-110 119-110 0-000 0.0% 119-310
High 119-110 119-140 0-030 0.1% 120-040
Low 119-080 119-080 0-000 0.0% 119-080
Close 119-080 119-100 0-020 0.1% 119-080
Range 0-030 0-060 0-030 100.0% 0-280
ATR 0-069 0-068 -0-001 -0.9% 0-000
Volume 1,197 1,221 24 2.0% 4,515
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 119-287 119-253 119-133
R3 119-227 119-193 119-116
R2 119-167 119-167 119-111
R1 119-133 119-133 119-106 119-120
PP 119-107 119-107 119-107 119-100
S1 119-073 119-073 119-094 119-060
S2 119-047 119-047 119-089
S3 118-307 119-013 119-084
S4 118-247 118-273 119-067
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 122-053 121-187 119-234
R3 121-093 120-227 119-157
R2 120-133 120-133 119-131
R1 119-267 119-267 119-106 119-220
PP 119-173 119-173 119-173 119-150
S1 118-307 118-307 119-054 118-260
S2 118-213 118-213 119-029
S3 117-253 118-027 119-003
S4 116-293 117-067 118-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-300 119-080 0-220 0.6% 0-080 0.2% 9% False True 1,094
10 120-040 119-080 0-280 0.7% 0-049 0.1% 7% False True 598
20 120-080 119-080 1-000 0.8% 0-034 0.1% 6% False True 396
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-075
2.618 119-297
1.618 119-237
1.000 119-200
0.618 119-177
HIGH 119-140
0.618 119-117
0.500 119-110
0.382 119-103
LOW 119-080
0.618 119-043
1.000 119-020
1.618 118-303
2.618 118-243
4.250 118-145
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 119-110 119-150
PP 119-107 119-133
S1 119-103 119-117

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

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