ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 120-140 120-110 -0-030 -0.1% 119-200
High 120-140 120-120 -0-020 -0.1% 120-170
Low 120-050 120-040 -0-010 0.0% 119-200
Close 120-060 120-050 -0-010 0.0% 120-060
Range 0-090 0-080 -0-010 -11.1% 0-290
ATR 0-084 0-083 0-000 -0.3% 0-000
Volume 264 534 270 102.3% 351
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-310 120-260 120-094
R3 120-230 120-180 120-072
R2 120-150 120-150 120-065
R1 120-100 120-100 120-057 120-085
PP 120-070 120-070 120-070 120-062
S1 120-020 120-020 120-043 120-005
S2 119-310 119-310 120-035
S3 119-230 119-260 120-028
S4 119-150 119-180 120-006
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
5 120-170 119-250 0-240 0.6% 0-070 0.2% 50% False False 164
10 120-170 119-000 1-170 1.3% 0-058 0.2% 76% False False 127
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-140
2.618 121-009
1.618 120-249
1.000 120-200
0.618 120-169
HIGH 120-120
0.618 120-089
0.500 120-080
0.382 120-071
LOW 120-040
0.618 119-311
1.000 119-280
1.618 119-231
2.618 119-151
4.250 119-020
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 120-080 120-105
PP 120-070 120-087
S1 120-060 120-068

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

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