ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 118-180 118-210 0-030 0.1% 118-127
High 118-290 118-287 -0-003 0.0% 118-232
Low 118-175 118-210 0-035 0.1% 118-037
Close 118-220 118-272 0-052 0.1% 118-165
Range 0-115 0-077 -0-038 -33.0% 0-195
ATR 0-122 0-118 -0-003 -2.6% 0-000
Volume 526,825 466,866 -59,959 -11.4% 3,141,051
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-167 119-137 118-314
R3 119-090 119-060 118-293
R2 119-013 119-013 118-286
R1 118-303 118-303 118-279 118-318
PP 118-256 118-256 118-256 118-264
S1 118-226 118-226 118-265 118-241
S2 118-179 118-179 118-258
S3 118-102 118-149 118-251
S4 118-025 118-072 118-230
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
5 118-290 118-037 0-253 0.7% 0-101 0.3% 93% False False 603,769
10 119-020 118-037 0-303 0.8% 0-131 0.3% 78% False False 689,712
20 119-235 118-037 1-198 1.4% 0-125 0.3% 45% False False 646,690
40 120-040 118-037 2-003 1.7% 0-104 0.3% 37% False False 324,799
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-294
2.618 119-169
1.618 119-092
1.000 119-044
0.618 119-015
HIGH 118-287
0.618 118-258
0.500 118-248
0.382 118-239
LOW 118-210
0.618 118-162
1.000 118-133
1.618 118-085
2.618 118-008
4.250 117-203
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 118-264 118-250
PP 118-256 118-228
S1 118-248 118-206

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

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