ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 120-130 120-055 -0-075 -0.2% 120-270
High 120-172 120-097 -0-075 -0.2% 120-292
Low 120-042 120-035 -0-007 0.0% 120-035
Close 120-060 120-042 -0-018 0.0% 120-042
Range 0-130 0-062 -0-068 -52.3% 0-257
ATR 0-122 0-118 -0-004 -3.5% 0-000
Volume 512,430 399,000 -113,430 -22.1% 2,140,419
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-244 120-205 120-076
R3 120-182 120-143 120-059
R2 120-120 120-120 120-053
R1 120-081 120-081 120-048 120-070
PP 120-058 120-058 120-058 120-052
S1 120-019 120-019 120-036 120-008
S2 119-316 119-316 120-031
S3 119-254 119-277 120-025
S4 119-192 119-215 120-008
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 122-254 122-085 120-183
R3 121-317 121-148 120-113
R2 121-060 121-060 120-089
R1 120-211 120-211 120-066 120-167
PP 120-123 120-123 120-123 120-101
S1 119-274 119-274 120-018 119-230
S2 119-186 119-186 119-315
S3 118-249 119-017 119-291
S4 117-312 118-080 119-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-292 120-035 0-257 0.7% 0-095 0.2% 3% False True 428,083
10 120-292 119-247 1-045 0.9% 0-094 0.2% 32% False False 481,996
20 120-292 118-235 2-057 1.8% 0-116 0.3% 64% False False 543,054
40 120-292 118-092 2-200 2.2% 0-131 0.3% 70% False False 527,284
60 120-292 118-092 2-200 2.2% 0-118 0.3% 70% False False 351,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 121-040
2.618 120-259
1.618 120-197
1.000 120-159
0.618 120-135
HIGH 120-097
0.618 120-073
0.500 120-066
0.382 120-059
LOW 120-035
0.618 119-317
1.000 119-293
1.618 119-255
2.618 119-193
4.250 119-092
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 120-066 120-110
PP 120-058 120-087
S1 120-050 120-065

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

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