ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 119-040 119-150 0-110 0.3% 119-110
High 119-130 119-220 0-090 0.2% 119-220
Low 119-020 119-130 0-110 0.3% 118-180
Close 119-120 119-200 0-080 0.2% 119-200
Range 0-110 0-090 -0-020 -18.2% 1-040
ATR 0-093 0-094 0-000 0.5% 0-000
Volume 6,920 10,080 3,160 45.7% 29,463
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 120-133 120-097 119-250
R3 120-043 120-007 119-225
R2 119-273 119-273 119-216
R1 119-237 119-237 119-208 119-255
PP 119-183 119-183 119-183 119-192
S1 119-147 119-147 119-192 119-165
S2 119-093 119-093 119-184
S3 119-003 119-057 119-175
S4 118-233 118-287 119-150
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 122-213 122-087 120-078
R3 121-173 121-047 119-299
R2 120-133 120-133 119-266
R1 120-007 120-007 119-233 120-070
PP 119-093 119-093 119-093 119-125
S1 118-287 118-287 119-167 119-030
S2 118-053 118-053 119-134
S3 117-013 117-247 119-101
S4 115-293 116-207 119-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 118-180 1-040 0.9% 0-126 0.3% 94% True False 5,892
10 119-220 118-180 1-040 0.9% 0-110 0.3% 94% True False 4,019
20 120-050 118-180 1-190 1.3% 0-078 0.2% 67% False False 2,253
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-282
2.618 120-136
1.618 120-046
1.000 119-310
0.618 119-276
HIGH 119-220
0.618 119-186
0.500 119-175
0.382 119-164
LOW 119-130
0.618 119-074
1.000 119-040
1.618 118-304
2.618 118-214
4.250 118-068
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 119-192 119-172
PP 119-183 119-143
S1 119-175 119-115

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

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