ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 120-000 119-290 -0-030 -0.1% 120-110
High 120-010 119-310 -0-020 -0.1% 120-120
Low 119-290 119-270 -0-020 -0.1% 119-190
Close 120-000 119-270 -0-050 -0.1% 120-000
Range 0-040 0-040 0-000 0.0% 0-250
ATR 0-087 0-085 -0-003 -3.1% 0-000
Volume 92 186 94 102.2% 2,055
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-083 120-057 119-292
R3 120-043 120-017 119-281
R2 120-003 120-003 119-277
R1 119-297 119-297 119-274 119-290
PP 119-283 119-283 119-283 119-280
S1 119-257 119-257 119-266 119-250
S2 119-243 119-243 119-263
S3 119-203 119-217 119-259
S4 119-163 119-177 119-248
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-107 121-303 120-138
R3 121-177 121-053 120-069
R2 120-247 120-247 120-046
R1 120-123 120-123 120-023 120-060
PP 119-317 119-317 119-317 119-285
S1 119-193 119-193 119-297 119-130
S2 119-067 119-067 119-274
S3 118-137 118-263 119-251
S4 117-207 118-013 119-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-120 119-190 0-250 0.7% 0-074 0.2% 32% False False 448
10 120-170 119-190 0-300 0.8% 0-064 0.2% 27% False False 259
20 120-170 117-220 2-270 2.4% 0-044 0.1% 76% False False 224
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 0-015
Fibonacci Retracements and Extensions
4.250 120-160
2.618 120-095
1.618 120-055
1.000 120-030
0.618 120-015
HIGH 119-310
0.618 119-295
0.500 119-290
0.382 119-285
LOW 119-270
0.618 119-245
1.000 119-230
1.618 119-205
2.618 119-165
4.250 119-100
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 119-290 119-267
PP 119-283 119-263
S1 119-277 119-260

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

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