ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 119-250 120-060 0-130 0.3% 118-190
High 119-260 120-090 0-150 0.4% 119-160
Low 119-250 120-010 0-080 0.2% 118-180
Close 119-250 120-040 0-110 0.3% 119-100
Range 0-010 0-080 0-070 700.0% 0-300
ATR 0-000 0-077 0-077 0-000
Volume 2 1 -1 -50.0% 638
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-287 120-243 120-084
R3 120-207 120-163 120-062
R2 120-127 120-127 120-055
R1 120-083 120-083 120-047 120-065
PP 120-047 120-047 120-047 120-038
S1 120-003 120-003 120-033 119-305
S2 119-287 119-287 120-025
S3 119-207 119-243 120-018
S4 119-127 119-163 119-316
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-300 121-180 119-265
R3 121-000 120-200 119-182
R2 120-020 120-020 119-155
R1 119-220 119-220 119-128 119-280
PP 119-040 119-040 119-040 119-070
S1 118-240 118-240 119-072 118-300
S2 118-060 118-060 119-045
S3 117-080 117-260 119-018
S4 116-100 116-280 118-255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-090 119-010 1-080 1.0% 0-040 0.1% 88% True False 47
10 120-090 118-070 2-020 1.7% 0-034 0.1% 92% True False 120
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 0-004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-110
2.618 120-299
1.618 120-219
1.000 120-170
0.618 120-139
HIGH 120-090
0.618 120-059
0.500 120-050
0.382 120-041
LOW 120-010
0.618 119-281
1.000 119-250
1.618 119-201
2.618 119-121
4.250 118-310
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 120-050 120-022
PP 120-047 120-003
S1 120-043 119-305

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

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