ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 118-257 118-315 0-058 0.2% 118-180
High 119-005 119-002 -0-003 0.0% 119-140
Low 118-232 118-227 -0-005 0.0% 118-127
Close 118-315 118-292 -0-023 -0.1% 119-117
Range 0-093 0-095 0-002 2.2% 1-013
ATR 0-126 0-124 -0-002 -1.8% 0-000
Volume 518,140 574,788 56,648 10.9% 3,360,330
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-245 119-204 119-024
R3 119-150 119-109 118-318
R2 119-055 119-055 118-309
R1 119-014 119-014 118-301 118-307
PP 118-280 118-280 118-280 118-267
S1 118-239 118-239 118-283 118-212
S2 118-185 118-185 118-275
S3 118-090 118-144 118-266
S4 117-315 118-049 118-240
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
5 119-140 118-227 0-233 0.6% 0-103 0.3% 28% False True 534,313
10 119-140 118-122 1-018 0.9% 0-122 0.3% 50% False False 616,152
20 119-235 118-037 1-198 1.4% 0-130 0.3% 49% False False 677,778
40 119-235 118-037 1-198 1.4% 0-120 0.3% 49% False False 437,102
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-086
2.618 119-251
1.618 119-156
1.000 119-097
0.618 119-061
HIGH 119-002
0.618 118-286
0.500 118-274
0.382 118-263
LOW 118-227
0.618 118-168
1.000 118-132
1.618 118-073
2.618 117-298
4.250 117-143
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 118-286 118-287
PP 118-280 118-281
S1 118-274 118-276

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

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