ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 118-085 118-167 0-082 0.2% 118-127
High 118-177 118-230 0-053 0.1% 118-232
Low 118-037 118-122 0-085 0.2% 118-037
Close 118-175 118-165 -0-010 0.0% 118-165
Range 0-140 0-108 -0-032 -22.9% 0-195
ATR 0-122 0-121 -0-001 -0.8% 0-000
Volume 741,621 674,264 -67,357 -9.1% 3,141,051
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-176 119-119 118-224
R3 119-068 119-011 118-195
R2 118-280 118-280 118-185
R1 118-223 118-223 118-175 118-198
PP 118-172 118-172 118-172 118-160
S1 118-115 118-115 118-155 118-090
S2 118-064 118-064 118-145
S3 117-276 118-007 118-135
S4 117-168 117-219 118-106
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-090 120-002 118-272
R3 119-215 119-127 118-219
R2 119-020 119-020 118-201
R1 118-252 118-252 118-183 118-296
PP 118-145 118-145 118-145 118-166
S1 118-057 118-057 118-147 118-101
S2 117-270 117-270 118-129
S3 117-075 117-182 118-111
S4 116-200 116-307 118-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-232 118-037 0-195 0.5% 0-110 0.3% 66% False False 628,210
10 119-232 118-037 1-195 1.4% 0-139 0.4% 25% False False 732,252
20 119-235 118-037 1-198 1.4% 0-126 0.3% 25% False False 598,170
40 120-070 118-037 2-033 1.8% 0-101 0.3% 19% False False 299,983
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-049
2.618 119-193
1.618 119-085
1.000 119-018
0.618 118-297
HIGH 118-230
0.618 118-189
0.500 118-176
0.382 118-163
LOW 118-122
0.618 118-055
1.000 118-014
1.618 117-267
2.618 117-159
4.250 116-303
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 118-176 118-154
PP 118-172 118-144
S1 118-169 118-134

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

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