ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 119-100 118-310 -0-110 -0.3% 119-110
High 119-160 119-080 -0-080 -0.2% 119-220
Low 118-280 118-310 0-030 0.1% 118-180
Close 119-000 119-060 0-060 0.2% 119-200
Range 0-200 0-090 -0-110 -55.0% 1-040
ATR 0-103 0-102 -0-001 -0.9% 0-000
Volume 7,690 18,043 10,353 134.6% 29,463
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 119-313 119-277 119-110
R3 119-223 119-187 119-085
R2 119-133 119-133 119-076
R1 119-097 119-097 119-068 119-115
PP 119-043 119-043 119-043 119-052
S1 119-007 119-007 119-052 119-025
S2 118-273 118-273 119-044
S3 118-183 118-237 119-035
S4 118-093 118-147 119-010
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
5 119-220 118-280 0-260 0.7% 0-122 0.3% 38% False False 11,189
10 119-220 118-180 1-040 0.9% 0-131 0.3% 56% False False 7,415
20 120-040 118-180 1-180 1.3% 0-096 0.3% 40% False False 4,194
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-142
2.618 119-316
1.618 119-226
1.000 119-170
0.618 119-136
HIGH 119-080
0.618 119-046
0.500 119-035
0.382 119-024
LOW 118-310
0.618 118-254
1.000 118-220
1.618 118-164
2.618 118-074
4.250 117-248
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 119-052 119-080
PP 119-043 119-073
S1 119-035 119-067

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

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