ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 120-110 120-050 -0-060 -0.2% 119-200
High 120-120 120-070 -0-050 -0.1% 120-170
Low 120-040 119-300 -0-060 -0.2% 119-200
Close 120-050 119-300 -0-070 -0.2% 120-060
Range 0-080 0-090 0-010 12.5% 0-290
ATR 0-083 0-084 0-000 0.6% 0-000
Volume 534 610 76 14.2% 351
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-280 120-220 120-030
R3 120-190 120-130 120-005
R2 120-100 120-100 119-316
R1 120-040 120-040 119-308 120-025
PP 120-010 120-010 120-010 120-002
S1 119-270 119-270 119-292 119-255
S2 119-240 119-240 119-284
S3 119-150 119-180 119-275
S4 119-060 119-090 119-250
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
5 120-170 119-300 0-190 0.5% 0-086 0.2% 0% False True 285
10 120-170 119-010 1-160 1.3% 0-055 0.1% 60% False False 182
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 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-132
2.618 120-306
1.618 120-216
1.000 120-160
0.618 120-126
HIGH 120-070
0.618 120-036
0.500 120-025
0.382 120-014
LOW 119-300
0.618 119-244
1.000 119-210
1.618 119-154
2.618 119-064
4.250 118-238
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 120-025 120-060
PP 120-010 120-033
S1 119-315 120-007

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

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