ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 119-157 119-210 0-053 0.1% 119-052
High 119-235 119-232 -0-003 0.0% 119-235
Low 119-142 119-080 -0-062 -0.2% 119-002
Close 119-232 119-087 -0-145 -0.4% 119-232
Range 0-093 0-152 0-059 63.4% 0-233
ATR 0-102 0-106 0-004 3.5% 0-000
Volume 745,775 683,871 -61,904 -8.3% 4,267,891
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-269 120-170 119-171
R3 120-117 120-018 119-129
R2 119-285 119-285 119-115
R1 119-186 119-186 119-101 119-160
PP 119-133 119-133 119-133 119-120
S1 119-034 119-034 119-073 119-008
S2 118-301 118-301 119-059
S3 118-149 118-202 119-045
S4 117-317 118-050 119-003
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 121-215 121-137 120-040
R3 120-302 120-224 119-296
R2 120-069 120-069 119-275
R1 119-311 119-311 119-253 120-030
PP 119-156 119-156 119-156 119-176
S1 119-078 119-078 119-211 119-117
S2 118-243 118-243 119-189
S3 118-010 118-165 119-168
S4 117-097 117-252 119-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-235 119-002 0-233 0.6% 0-105 0.3% 36% False False 990,352
10 119-235 118-280 0-275 0.7% 0-119 0.3% 46% False False 531,466
20 119-235 118-180 1-055 1.0% 0-115 0.3% 61% False False 267,742
40 120-080 118-180 1-220 1.4% 0-073 0.2% 42% False False 134,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-238
2.618 120-310
1.618 120-158
1.000 120-064
0.618 120-006
HIGH 119-232
0.618 119-174
0.500 119-156
0.382 119-138
LOW 119-080
0.618 118-306
1.000 118-248
1.618 118-154
2.618 118-002
4.250 117-074
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 119-156 119-158
PP 119-133 119-134
S1 119-110 119-110

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

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