ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 118-310 119-110 0-120 0.3% 119-110
High 119-170 119-110 -0-060 -0.2% 119-170
Low 118-290 118-270 -0-020 -0.1% 118-270
Close 119-110 118-280 -0-150 -0.4% 119-110
Range 0-200 0-160 -0-040 -20.0% 0-220
ATR 0-078 0-084 0-006 7.4% 0-000
Volume 3,116 3,832 716 23.0% 10,728
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 120-167 120-063 119-048
R3 120-007 119-223 119-004
R2 119-167 119-167 118-309
R1 119-063 119-063 118-295 119-035
PP 119-007 119-007 119-007 118-312
S1 118-223 118-223 118-265 118-195
S2 118-167 118-167 118-251
S3 118-007 118-063 118-236
S4 117-167 117-223 118-192
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 121-097 121-003 119-231
R3 120-197 120-103 119-170
R2 119-297 119-297 119-150
R1 119-203 119-203 119-130 119-220
PP 119-077 119-077 119-077 119-085
S1 118-303 118-303 119-090 119-000
S2 118-177 118-177 119-070
S3 117-277 118-083 119-050
S4 117-057 117-183 118-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-170 118-270 0-220 0.6% 0-114 0.3% 5% False True 2,667
10 119-300 118-270 1-030 0.9% 0-097 0.3% 3% False True 1,880
20 120-080 118-270 1-130 1.2% 0-063 0.2% 2% False True 1,063
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-150
2.618 120-209
1.618 120-049
1.000 119-270
0.618 119-209
HIGH 119-110
0.618 119-049
0.500 119-030
0.382 119-011
LOW 118-270
0.618 118-171
1.000 118-110
1.618 118-011
2.618 117-171
4.250 116-230
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 119-030 119-060
PP 119-007 119-027
S1 118-303 118-313

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

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