ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 118-300 118-257 -0-043 -0.1% 118-180
High 118-315 119-005 0-010 0.0% 119-140
Low 118-230 118-232 0-002 0.0% 118-127
Close 118-260 118-315 0-055 0.1% 119-117
Range 0-085 0-093 0-008 9.4% 1-013
ATR 0-128 0-126 -0-003 -2.0% 0-000
Volume 555,424 518,140 -37,284 -6.7% 3,360,330
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-250 119-215 119-046
R3 119-157 119-122 119-021
R2 119-064 119-064 119-012
R1 119-029 119-029 119-004 119-046
PP 118-291 118-291 118-291 118-299
S1 118-256 118-256 118-306 118-274
S2 118-198 118-198 118-298
S3 118-105 118-163 118-289
S4 118-012 118-070 118-264
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
5 119-140 118-230 0-230 0.6% 0-116 0.3% 37% False False 600,505
10 119-140 118-037 1-103 1.1% 0-127 0.3% 66% False False 632,835
20 119-235 118-037 1-198 1.4% 0-129 0.3% 54% False False 693,904
40 119-260 118-037 1-223 1.4% 0-122 0.3% 51% False False 422,744
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-080
2.618 119-248
1.618 119-155
1.000 119-098
0.618 119-062
HIGH 119-005
0.618 118-289
0.500 118-278
0.382 118-268
LOW 118-232
0.618 118-175
1.000 118-139
1.618 118-082
2.618 117-309
4.250 117-157
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 118-303 119-006
PP 118-291 119-002
S1 118-278 118-319

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

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