ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 118-120 118-085 -0-035 -0.1% 119-210
High 118-127 118-177 0-050 0.1% 119-232
Low 118-060 118-037 -0-023 -0.1% 118-040
Close 118-080 118-175 0-095 0.3% 118-127
Range 0-067 0-140 0-073 109.0% 1-192
ATR 0-121 0-122 0-001 1.1% 0-000
Volume 609,270 741,621 132,351 21.7% 4,181,477
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-230 119-182 118-252
R3 119-090 119-042 118-214
R2 118-270 118-270 118-201
R1 118-222 118-222 118-188 118-246
PP 118-130 118-130 118-130 118-142
S1 118-082 118-082 118-162 118-106
S2 117-310 117-310 118-149
S3 117-170 117-262 118-136
S4 117-030 117-122 118-098
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
5 118-290 118-037 0-253 0.7% 0-139 0.4% 55% False True 691,923
10 119-235 118-037 1-198 1.4% 0-138 0.4% 27% False True 739,403
20 119-235 118-037 1-198 1.4% 0-126 0.3% 27% False True 564,803
40 120-080 118-037 2-043 1.8% 0-101 0.3% 20% False True 283,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-132
2.618 119-224
1.618 119-084
1.000 118-317
0.618 118-264
HIGH 118-177
0.618 118-124
0.500 118-107
0.382 118-090
LOW 118-037
0.618 117-270
1.000 117-217
1.618 117-130
2.618 116-310
4.250 116-082
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 118-152 118-162
PP 118-130 118-148
S1 118-107 118-134

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

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