ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 118-282 118-127 -0-155 -0.4% 119-210
High 118-290 118-202 -0-088 -0.2% 119-232
Low 118-040 118-102 0-062 0.2% 118-040
Close 118-127 118-192 0-065 0.2% 118-127
Range 0-250 0-100 -0-150 -60.0% 1-192
ATR 0-124 0-122 -0-002 -1.4% 0-000
Volume 992,832 481,547 -511,285 -51.5% 4,181,477
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-145 119-109 118-247
R3 119-045 119-009 118-220
R2 118-265 118-265 118-210
R1 118-229 118-229 118-201 118-247
PP 118-165 118-165 118-165 118-174
S1 118-129 118-129 118-183 118-147
S2 118-065 118-065 118-174
S3 117-285 118-029 118-164
S4 117-185 117-249 118-137
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 123-176 122-183 119-089
R3 121-304 120-311 118-268
R2 120-112 120-112 118-221
R1 119-119 119-119 118-174 119-020
PP 118-240 118-240 118-240 118-190
S1 117-247 117-247 118-080 117-148
S2 117-048 117-048 118-033
S3 115-176 116-055 117-306
S4 113-304 114-183 117-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-110 118-040 1-070 1.0% 0-158 0.4% 39% False False 795,830
10 119-235 118-040 1-195 1.4% 0-131 0.3% 30% False False 893,091
20 119-235 118-040 1-195 1.4% 0-131 0.3% 30% False False 466,164
40 120-080 118-040 2-040 1.8% 0-093 0.2% 22% False False 233,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-307
2.618 119-144
1.618 119-044
1.000 118-302
0.618 118-264
HIGH 118-202
0.618 118-164
0.500 118-152
0.382 118-140
LOW 118-102
0.618 118-040
1.000 118-002
1.618 117-260
2.618 117-160
4.250 116-317
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 118-179 118-185
PP 118-165 118-177
S1 118-152 118-170

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

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