ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 119-025 119-095 0-070 0.2% 118-180
High 119-140 119-102 -0-038 -0.1% 119-140
Low 119-025 118-295 -0-050 -0.1% 118-127
Close 119-117 119-002 -0-115 -0.3% 119-117
Range 0-115 0-127 0-012 10.4% 1-013
ATR 0-130 0-131 0-001 0.6% 0-000
Volume 544,639 478,577 -66,062 -12.1% 3,360,330
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-087 120-012 119-072
R3 119-280 119-205 119-037
R2 119-153 119-153 119-025
R1 119-078 119-078 119-014 119-052
PP 119-026 119-026 119-026 119-014
S1 118-271 118-271 118-310 118-245
S2 118-219 118-219 118-299
S3 118-092 118-144 118-287
S4 117-285 118-017 118-252
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 122-060 121-262 119-300
R3 121-047 120-249 119-209
R2 120-034 120-034 119-178
R1 119-236 119-236 119-148 119-295
PP 119-021 119-021 119-021 119-051
S1 118-223 118-223 119-086 118-282
S2 118-008 118-008 119-056
S3 116-315 117-210 119-025
S4 115-302 116-197 118-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 118-127 1-013 0.9% 0-146 0.4% 59% False False 662,416
10 119-140 118-037 1-103 1.1% 0-130 0.3% 67% False False 649,841
20 119-235 118-037 1-198 1.4% 0-130 0.3% 55% False False 771,466
40 120-040 118-037 2-003 1.7% 0-119 0.3% 44% False False 395,923
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-002
2.618 120-114
1.618 119-307
1.000 119-229
0.618 119-180
HIGH 119-102
0.618 119-053
0.500 119-038
0.382 119-024
LOW 118-295
0.618 118-217
1.000 118-168
1.618 118-090
2.618 117-283
4.250 117-075
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 119-038 119-045
PP 119-026 119-031
S1 119-014 119-016

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

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