ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 119-290 120-050 0-080 0.2% 120-110
High 119-310 120-090 0-100 0.3% 120-120
Low 119-270 119-300 0-030 0.1% 119-190
Close 119-270 119-300 0-030 0.1% 120-000
Range 0-040 0-110 0-070 175.0% 0-250
ATR 0-085 0-089 0-004 4.7% 0-000
Volume 186 1,225 1,039 558.6% 2,055
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-027 120-273 120-040
R3 120-237 120-163 120-010
R2 120-127 120-127 120-000
R1 120-053 120-053 119-310 120-035
PP 120-017 120-017 120-017 120-008
S1 119-263 119-263 119-290 119-245
S2 119-227 119-227 119-280
S3 119-117 119-153 119-270
S4 119-007 119-043 119-240
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
5 120-090 119-190 0-220 0.6% 0-080 0.2% 50% True False 586
10 120-170 119-190 0-300 0.8% 0-075 0.2% 37% False False 375
20 120-170 117-300 2-190 2.2% 0-050 0.1% 77% False False 272
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-238
2.618 121-058
1.618 120-268
1.000 120-200
0.618 120-158
HIGH 120-090
0.618 120-048
0.500 120-035
0.382 120-022
LOW 119-300
0.618 119-232
1.000 119-190
1.618 119-122
2.618 119-012
4.250 118-152
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 120-035 120-020
PP 120-017 120-007
S1 119-318 119-313

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

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