ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 119-060 119-120 0-060 0.2% 118-220
High 119-060 119-120 0-060 0.2% 118-220
Low 119-060 119-120 0-060 0.2% 118-080
Close 119-060 119-120 0-060 0.2% 118-180
Range
ATR 0-082 0-080 -0-002 -1.9% 0-000
Volume 209 209 0 0.0% 836
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-120 119-120 119-120
R3 119-120 119-120 119-120
R2 119-120 119-120 119-120
R1 119-120 119-120 119-120 119-120
PP 119-120 119-120 119-120 119-120
S1 119-120 119-120 119-120 119-120
S2 119-120 119-120 119-120
S3 119-120 119-120 119-120
S4 119-120 119-120 119-120
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 119-260 119-200 118-257
R3 119-120 119-060 118-218
R2 118-300 118-300 118-206
R1 118-240 118-240 118-193 118-200
PP 118-160 118-160 118-160 118-140
S1 118-100 118-100 118-167 118-060
S2 118-020 118-020 118-154
S3 117-200 117-280 118-142
S4 117-060 117-140 118-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-120 118-080 1-040 0.9% 0-000 0.0% 100% True False 209
10 119-120 118-010 1-110 1.1% 0-000 0.0% 100% True False 209
20 119-120 117-260 1-180 1.3% 0-000 0.0% 100% True False 209
40 119-120 117-260 1-180 1.3% 0-000 0.0% 100% True 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 119-120
2.618 119-120
1.618 119-120
1.000 119-120
0.618 119-120
HIGH 119-120
0.618 119-120
0.500 119-120
0.382 119-120
LOW 119-120
0.618 119-120
1.000 119-120
1.618 119-120
2.618 119-120
4.250 119-120
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 119-120 119-102
PP 119-120 119-083
S1 119-120 119-065

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

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