ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 119-090 119-020 -0-070 -0.2% 119-310
High 119-090 119-030 -0-060 -0.2% 120-040
Low 119-010 118-290 -0-040 -0.1% 119-080
Close 119-020 118-290 -0-050 -0.1% 119-080
Range 0-080 0-060 -0-020 -25.0% 0-280
ATR 0-070 0-069 -0-001 -1.0% 0-000
Volume 2,818 941 -1,877 -66.6% 4,515
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 119-170 119-130 119-003
R3 119-110 119-070 118-306
R2 119-050 119-050 118-301
R1 119-010 119-010 118-296 119-000
PP 118-310 118-310 118-310 118-305
S1 118-270 118-270 118-284 118-260
S2 118-250 118-250 118-279
S3 118-190 118-210 118-274
S4 118-130 118-150 118-257
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
5 119-220 118-290 0-250 0.7% 0-072 0.2% 0% False True 1,659
10 120-040 118-290 1-070 1.0% 0-062 0.2% 0% False True 972
20 120-080 118-290 1-110 1.1% 0-042 0.1% 0% False True 584
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-285
2.618 119-187
1.618 119-127
1.000 119-090
0.618 119-067
HIGH 119-030
0.618 119-007
0.500 119-000
0.382 118-313
LOW 118-290
0.618 118-253
1.000 118-230
1.618 118-193
2.618 118-133
4.250 118-035
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 119-000 119-055
PP 118-310 119-027
S1 118-300 118-318

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

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