ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 119-122 119-115 -0-007 0.0% 119-200
High 119-127 119-177 0-050 0.1% 119-200
Low 119-052 119-102 0-050 0.1% 118-280
Close 119-112 119-167 0-055 0.1% 119-022
Range 0-075 0-075 0-000 0.0% 0-240
ATR 0-105 0-103 -0-002 -2.1% 0-000
Volume 1,453,367 897,312 -556,055 -38.3% 362,906
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 120-054 120-025 119-208
R3 119-299 119-270 119-188
R2 119-224 119-224 119-181
R1 119-195 119-195 119-174 119-210
PP 119-149 119-149 119-149 119-156
S1 119-120 119-120 119-160 119-134
S2 119-074 119-074 119-153
S3 118-319 119-045 119-146
S4 118-244 118-290 119-126
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
5 119-177 118-317 0-180 0.5% 0-108 0.3% 94% True False 769,215
10 119-220 118-280 0-260 0.7% 0-115 0.3% 80% False False 390,202
20 119-220 118-180 1-040 0.9% 0-110 0.3% 85% False False 196,426
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
4.250 120-176
2.618 120-053
1.618 119-298
1.000 119-252
0.618 119-223
HIGH 119-177
0.618 119-148
0.500 119-140
0.382 119-131
LOW 119-102
0.618 119-056
1.000 119-027
1.618 118-301
2.618 118-226
4.250 118-103
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 119-158 119-141
PP 119-149 119-115
S1 119-140 119-090

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

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