ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 118-310 119-070 0-080 0.2% 119-110
High 119-080 119-140 0-060 0.2% 119-220
Low 118-310 119-050 0-060 0.2% 118-180
Close 119-060 119-140 0-080 0.2% 119-200
Range 0-090 0-090 0-000 0.0% 1-040
ATR 0-102 0-101 -0-001 -0.8% 0-000
Volume 18,043 114,739 96,696 535.9% 29,463
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 120-060 120-030 119-190
R3 119-290 119-260 119-165
R2 119-200 119-200 119-156
R1 119-170 119-170 119-148 119-185
PP 119-110 119-110 119-110 119-118
S1 119-080 119-080 119-132 119-095
S2 119-020 119-020 119-124
S3 118-250 118-310 119-115
S4 118-160 118-220 119-090
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% 0-118 0.3% 69% False False 32,753
10 119-220 118-180 1-040 0.9% 0-133 0.3% 78% False False 18,626
20 120-040 118-180 1-180 1.3% 0-100 0.3% 56% False False 9,929
Crabel Price Patterns
NR False
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 0-022
Fibonacci Retracements and Extensions
4.250 120-202
2.618 120-056
1.618 119-286
1.000 119-230
0.618 119-196
HIGH 119-140
0.618 119-106
0.500 119-095
0.382 119-084
LOW 119-050
0.618 118-314
1.000 118-280
1.618 118-224
2.618 118-134
4.250 117-308
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 119-125 119-113
PP 119-110 119-087
S1 119-095 119-060

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

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