ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 119-210 119-105 -0-105 -0.3% 119-052
High 119-232 119-110 -0-122 -0.3% 119-235
Low 119-080 118-305 -0-095 -0.2% 119-002
Close 119-087 119-007 -0-080 -0.2% 119-232
Range 0-152 0-125 -0-027 -17.8% 0-233
ATR 0-106 0-107 0-001 1.3% 0-000
Volume 683,871 735,223 51,352 7.5% 4,267,891
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-089 120-013 119-076
R3 119-284 119-208 119-041
R2 119-159 119-159 119-030
R1 119-083 119-083 119-018 119-058
PP 119-034 119-034 119-034 119-022
S1 118-278 118-278 118-316 118-254
S2 118-229 118-229 118-304
S3 118-104 118-153 118-293
S4 117-299 118-028 118-258
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
5 119-235 118-305 0-250 0.7% 0-104 0.3% 9% False True 903,109
10 119-235 118-280 0-275 0.7% 0-120 0.3% 17% False False 603,667
20 119-235 118-180 1-055 1.0% 0-118 0.3% 39% False False 304,443
40 120-080 118-180 1-220 1.4% 0-076 0.2% 27% False False 152,419
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-001
2.618 120-117
1.618 119-312
1.000 119-235
0.618 119-187
HIGH 119-110
0.618 119-062
0.500 119-048
0.382 119-033
LOW 118-305
0.618 118-228
1.000 118-180
1.618 118-103
2.618 117-298
4.250 117-094
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 119-048 119-110
PP 119-034 119-076
S1 119-020 119-041

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

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