ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 119-135 119-052 -0-083 -0.2% 119-200
High 119-167 119-130 -0-037 -0.1% 119-200
Low 118-317 119-002 0-005 0.0% 118-280
Close 119-022 119-122 0-100 0.3% 119-022
Range 0-170 0-128 -0-042 -24.7% 0-240
ATR 0-106 0-108 0-002 1.5% 0-000
Volume 209,221 1,171,437 962,216 459.9% 362,906
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 120-149 120-103 119-192
R3 120-021 119-295 119-157
R2 119-213 119-213 119-145
R1 119-167 119-167 119-134 119-190
PP 119-085 119-085 119-085 119-096
S1 119-039 119-039 119-110 119-062
S2 118-277 118-277 119-099
S3 118-149 118-231 119-087
S4 118-021 118-103 119-052
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
5 119-167 118-280 0-207 0.5% 0-136 0.4% 78% False False 304,226
10 119-220 118-180 1-040 0.9% 0-127 0.3% 73% False False 155,997
20 119-300 118-180 1-120 1.2% 0-112 0.3% 60% False False 78,939
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-034
2.618 120-145
1.618 120-017
1.000 119-258
0.618 119-209
HIGH 119-130
0.618 119-081
0.500 119-066
0.382 119-051
LOW 119-002
0.618 118-243
1.000 118-194
1.618 118-115
2.618 117-307
4.250 117-098
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 119-103 119-109
PP 119-085 119-095
S1 119-066 119-082

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

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