ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 118-160 118-130 -0-030 -0.1% 118-050
High 118-160 118-130 -0-030 -0.1% 118-050
Low 118-160 118-130 -0-030 -0.1% 117-260
Close 118-160 118-130 -0-030 -0.1% 118-030
Range
ATR 0-068 0-065 -0-003 -4.0% 0-000
Volume 209 209 0 0.0% 1,045
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 118-130 118-130 118-130
R3 118-130 118-130 118-130
R2 118-130 118-130 118-130
R1 118-130 118-130 118-130 118-130
PP 118-130 118-130 118-130 118-130
S1 118-130 118-130 118-130 118-130
S2 118-130 118-130 118-130
S3 118-130 118-130 118-130
S4 118-130 118-130 118-130
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-017 118-293 118-090
R3 118-227 118-183 118-060
R2 118-117 118-117 118-050
R1 118-073 118-073 118-040 118-040
PP 118-007 118-007 118-007 117-310
S1 117-283 117-283 118-020 117-250
S2 117-217 117-217 118-010
S3 117-107 117-173 118-000
S4 116-317 117-063 117-290
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 118-030 0-130 0.3% 0-000 0.0% 77% False False 209
10 118-160 117-260 0-220 0.6% 0-000 0.0% 86% False False 209
20 119-090 117-260 1-150 1.2% 0-000 0.0% 40% False False 209
40 119-220 117-260 1-280 1.6% 0-000 0.0% 32% False False 209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 118-130
2.618 118-130
1.618 118-130
1.000 118-130
0.618 118-130
HIGH 118-130
0.618 118-130
0.500 118-130
0.382 118-130
LOW 118-130
0.618 118-130
1.000 118-130
1.618 118-130
2.618 118-130
4.250 118-130
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 118-130 118-145
PP 118-130 118-140
S1 118-130 118-135

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

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