ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 120-140 120-270 0-130 0.3% 119-307
High 120-197 120-292 0-095 0.2% 120-197
Low 120-105 120-177 0-072 0.2% 119-285
Close 120-120 120-192 0-072 0.2% 120-120
Range 0-092 0-115 0-023 25.0% 0-232
ATR 0-124 0-127 0-003 2.8% 0-000
Volume 440,616 365,922 -74,694 -17.0% 2,153,336
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-245 121-174 120-255
R3 121-130 121-059 120-224
R2 121-015 121-015 120-213
R1 120-264 120-264 120-203 120-242
PP 120-220 120-220 120-220 120-210
S1 120-149 120-149 120-181 120-127
S2 120-105 120-105 120-171
S3 119-310 120-034 120-160
S4 119-195 119-239 120-129
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 122-150 122-047 120-248
R3 121-238 121-135 120-184
R2 121-006 121-006 120-163
R1 120-223 120-223 120-141 120-274
PP 120-094 120-094 120-094 120-120
S1 119-311 119-311 120-099 120-042
S2 119-182 119-182 120-077
S3 118-270 119-079 120-056
S4 118-038 118-167 119-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-292 119-285 1-007 0.8% 0-097 0.3% 69% True False 503,851
10 120-292 119-220 1-072 1.0% 0-101 0.3% 74% True False 543,593
20 120-292 118-095 2-197 2.2% 0-122 0.3% 88% True False 595,953
40 120-292 118-092 2-200 2.2% 0-137 0.4% 88% True False 483,172
60 120-292 118-092 2-200 2.2% 0-114 0.3% 88% True False 322,286
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-141
2.618 121-273
1.618 121-158
1.000 121-087
0.618 121-043
HIGH 120-292
0.618 120-248
0.500 120-234
0.382 120-221
LOW 120-177
0.618 120-106
1.000 120-062
1.618 119-311
2.618 119-196
4.250 119-008
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 120-234 120-181
PP 120-220 120-170
S1 120-206 120-160

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

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