ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 118-182 118-120 -0-062 -0.2% 119-210
High 118-232 118-127 -0-105 -0.3% 119-232
Low 118-095 118-060 -0-035 -0.1% 118-040
Close 118-152 118-080 -0-072 -0.2% 118-127
Range 0-137 0-067 -0-070 -51.1% 1-192
ATR 0-123 0-121 -0-002 -1.8% 0-000
Volume 634,349 609,270 -25,079 -4.0% 4,181,477
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 118-290 118-252 118-117
R3 118-223 118-185 118-098
R2 118-156 118-156 118-092
R1 118-118 118-118 118-086 118-104
PP 118-089 118-089 118-089 118-082
S1 118-051 118-051 118-074 118-036
S2 118-022 118-022 118-068
S3 117-275 117-304 118-062
S4 117-208 117-237 118-043
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
5 118-300 118-040 0-260 0.7% 0-142 0.4% 15% False False 720,961
10 119-235 118-040 1-195 1.4% 0-131 0.3% 8% False False 754,973
20 119-235 118-040 1-195 1.4% 0-125 0.3% 8% False False 527,938
40 120-080 118-040 2-040 1.8% 0-098 0.3% 6% False False 264,608
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 119-092
2.618 118-302
1.618 118-235
1.000 118-194
0.618 118-168
HIGH 118-127
0.618 118-101
0.500 118-094
0.382 118-086
LOW 118-060
0.618 118-019
1.000 117-313
1.618 117-272
2.618 117-205
4.250 117-095
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 118-094 118-146
PP 118-089 118-124
S1 118-084 118-102

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

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