ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 119-070 119-135 0-065 0.2% 119-200
High 119-140 119-167 0-027 0.1% 119-200
Low 119-050 118-317 -0-053 -0.1% 118-280
Close 119-140 119-022 -0-118 -0.3% 119-022
Range 0-090 0-170 0-080 88.9% 0-240
ATR 0-101 0-106 0-005 4.9% 0-000
Volume 114,739 209,221 94,482 82.3% 362,906
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 120-252 120-147 119-116
R3 120-082 119-297 119-069
R2 119-232 119-232 119-053
R1 119-127 119-127 119-038 119-094
PP 119-062 119-062 119-062 119-046
S1 118-277 118-277 119-006 118-244
S2 118-212 118-212 118-311
S3 118-042 118-107 118-295
S4 117-192 117-257 118-248
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 121-141 121-001 119-154
R3 120-221 120-081 119-088
R2 119-301 119-301 119-066
R1 119-161 119-161 119-044 119-111
PP 119-061 119-061 119-061 119-036
S1 118-241 118-241 119-000 118-191
S2 118-141 118-141 118-298
S3 117-221 118-001 118-276
S4 116-301 117-081 118-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-200 118-280 0-240 0.6% 0-134 0.4% 26% False False 72,581
10 119-220 118-180 1-040 0.9% 0-130 0.3% 45% False False 39,236
20 120-040 118-180 1-180 1.3% 0-108 0.3% 32% False False 20,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-250
2.618 120-292
1.618 120-122
1.000 120-017
0.618 119-272
HIGH 119-167
0.618 119-102
0.500 119-082
0.382 119-062
LOW 118-317
0.618 118-212
1.000 118-147
1.618 118-042
2.618 117-192
4.250 116-234
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 119-082 119-078
PP 119-062 119-060
S1 119-042 119-041

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

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