ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 120-090 120-240 0-150 0.4% 119-290
High 120-110 120-270 0-160 0.4% 120-270
Low 120-060 120-190 0-130 0.3% 119-270
Close 120-090 120-240 0-150 0.4% 120-240
Range 0-050 0-080 0-030 60.0% 1-000
ATR 0-094 0-100 0-006 6.5% 0-000
Volume 135 607 472 349.6% 2,731
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-153 121-117 120-284
R3 121-073 121-037 120-262
R2 120-313 120-313 120-255
R1 120-277 120-277 120-247 120-280
PP 120-233 120-233 120-233 120-235
S1 120-197 120-197 120-233 120-200
S2 120-153 120-153 120-225
S3 120-073 120-117 120-218
S4 119-313 120-037 120-196
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 123-153 123-037 121-096
R3 122-153 122-037 121-008
R2 121-153 121-153 120-299
R1 121-037 121-037 120-269 121-095
PP 120-153 120-153 120-153 120-182
S1 120-037 120-037 120-211 120-095
S2 119-153 119-153 120-181
S3 118-153 119-037 120-152
S4 117-153 118-037 120-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-270 119-270 1-000 0.8% 0-060 0.2% 91% True False 546
10 120-270 119-190 1-080 1.0% 0-072 0.2% 93% True False 505
20 120-270 118-120 2-150 2.0% 0-058 0.1% 96% True False 301
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 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-290
2.618 121-159
1.618 121-079
1.000 121-030
0.618 120-319
HIGH 120-270
0.618 120-239
0.500 120-230
0.382 120-221
LOW 120-190
0.618 120-141
1.000 120-110
1.618 120-061
2.618 119-301
4.250 119-170
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 120-237 120-215
PP 120-233 120-190
S1 120-230 120-165

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

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