ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 120-080 120-140 0-060 0.2% 119-200
High 120-170 120-140 -0-030 -0.1% 120-170
Low 120-080 120-050 -0-030 -0.1% 119-200
Close 120-170 120-060 -0-110 -0.3% 120-060
Range 0-090 0-090 0-000 0.0% 0-290
ATR 0-081 0-084 0-003 3.4% 0-000
Volume 20 264 244 1,220.0% 351
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-033 120-297 120-110
R3 120-263 120-207 120-085
R2 120-173 120-173 120-076
R1 120-117 120-117 120-068 120-100
PP 120-083 120-083 120-083 120-075
S1 120-027 120-027 120-052 120-010
S2 119-313 119-313 120-044
S3 119-223 119-257 120-035
S4 119-133 119-167 120-010
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-267 122-133 120-220
R3 121-297 121-163 120-140
R2 121-007 121-007 120-113
R1 120-193 120-193 120-087 120-260
PP 120-037 120-037 120-037 120-070
S1 119-223 119-223 120-033 119-290
S2 119-067 119-067 120-007
S3 118-097 118-253 119-300
S4 117-127 117-283 119-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 119-200 0-290 0.8% 0-054 0.1% 62% False False 70
10 120-170 118-180 1-310 1.6% 0-052 0.1% 83% False False 98
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 0-004
Fibonacci Retracements and Extensions
4.250 121-202
2.618 121-056
1.618 120-286
1.000 120-230
0.618 120-196
HIGH 120-140
0.618 120-106
0.500 120-095
0.382 120-084
LOW 120-050
0.618 119-314
1.000 119-280
1.618 119-224
2.618 119-134
4.250 118-308
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 120-095 120-090
PP 120-083 120-080
S1 120-072 120-070

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

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