ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 119-150 119-200 0-050 0.1% 119-110
High 119-220 119-200 -0-020 -0.1% 119-220
Low 119-130 119-080 -0-050 -0.1% 118-180
Close 119-200 119-090 -0-110 -0.3% 119-200
Range 0-090 0-120 0-030 33.3% 1-040
ATR 0-094 0-095 0-002 2.0% 0-000
Volume 10,080 13,213 3,133 31.1% 29,463
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 120-163 120-087 119-156
R3 120-043 119-287 119-123
R2 119-243 119-243 119-112
R1 119-167 119-167 119-101 119-145
PP 119-123 119-123 119-123 119-112
S1 119-047 119-047 119-079 119-025
S2 119-003 119-003 119-068
S3 118-203 118-247 119-057
S4 118-083 118-127 119-024
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% 0-118 0.3% 64% False False 7,768
10 119-220 118-180 1-040 0.9% 0-116 0.3% 64% False False 5,218
20 120-040 118-180 1-180 1.3% 0-082 0.2% 46% False False 2,908
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 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-070
2.618 120-194
1.618 120-074
1.000 120-000
0.618 119-274
HIGH 119-200
0.618 119-154
0.500 119-140
0.382 119-126
LOW 119-080
0.618 119-006
1.000 118-280
1.618 118-206
2.618 118-086
4.250 117-210
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 119-140 119-120
PP 119-123 119-110
S1 119-107 119-100

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

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