ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 07-Apr-2015

Day Change Summary
	Previous	Current
	06-Apr-2015	07-Apr-2015	Change	Change %	Previous Week
Open	120-270	120-195	-0-075	-0.2%	119-307
High	120-292	120-197	-0-095	-0.2%	120-197
Low	120-177	120-117	-0-060	-0.2%	119-285
Close	120-192	120-155	-0-037	-0.1%	120-120
Range	0-115	0-080	-0-035	-30.4%	0-232
ATR	0-127	0-124	-0-003	-2.6%	0-000
Volume	365,922	440,269	74,347	20.3%	2,153,336

Daily Pivots for day following 07-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-076	121-036	120-199
R3	120-316	120-276	120-177
R2	120-236	120-236	120-170
R1	120-196	120-196	120-162	120-176
PP	120-156	120-156	120-156	120-146
S1	120-116	120-116	120-148	120-096
S2	120-076	120-076	120-140
S3	119-316	120-036	120-133
S4	119-236	119-276	120-111

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	120-007	0-285	0.7%	0-098	0.3%	52%	False	False	504,067
10	120-292	119-220	1-072	1.0%	0-102	0.3%	65%	False	False	543,723
20	120-292	118-160	2-132	2.0%	0-121	0.3%	82%	False	False	589,593
40	120-292	118-092	2-200	2.2%	0-131	0.3%	84%	False	False	494,162
60	120-292	118-092	2-200	2.2%	0-115	0.3%	84%	False	False	329,621

Crabel Price Patterns
NR	True
NR4	True
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	0-029
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-217
2.618	121-086
1.618	121-006
1.000	120-277
0.618	120-246
HIGH	120-197
0.618	120-166
0.500	120-157
0.382	120-148
LOW	120-117
0.618	120-068
1.000	120-037
1.618	119-308
2.618	119-228
4.250	119-097

Fisher Pivots for day following 07-Apr-2015
Pivot	1 day	3 day
R1	120-157	120-198
PP	120-156	120-184
S1	120-156	120-170

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols