ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 120-200 120-030 -0-170 -0.4% 119-290
High 120-200 120-120 -0-080 -0.2% 120-270
Low 120-090 120-010 -0-080 -0.2% 119-270
Close 120-090 120-070 -0-020 -0.1% 120-240
Range 0-110 0-110 0-000 0.0% 1-000
ATR 0-102 0-102 0-001 0.6% 0-000
Volume 1,691 521 -1,170 -69.2% 2,731
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-077 121-023 120-130
R3 120-287 120-233 120-100
R2 120-177 120-177 120-090
R1 120-123 120-123 120-080 120-150
PP 120-067 120-067 120-067 120-080
S1 120-013 120-013 120-060 120-040
S2 119-277 119-277 120-050
S3 119-167 119-223 120-040
S4 119-057 119-113 120-010
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
5 120-270 120-010 0-260 0.7% 0-084 0.2% 23% False True 677
10 120-270 119-190 1-080 1.0% 0-075 0.2% 50% False False 628
20 120-270 119-010 1-260 1.5% 0-065 0.2% 66% False False 405
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 0-020
Fibonacci Retracements and Extensions
4.250 121-268
2.618 121-088
1.618 120-298
1.000 120-230
0.618 120-188
HIGH 120-120
0.618 120-078
0.500 120-065
0.382 120-052
LOW 120-010
0.618 119-262
1.000 119-220
1.618 119-152
2.618 119-042
4.250 118-182
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 120-068 120-140
PP 120-067 120-117
S1 120-065 120-093

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

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