ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 30-Apr-2015

Day Change Summary
	Previous	Current
	29-Apr-2015	30-Apr-2015	Change	Change %	Previous Week
Open	120-090	120-080	-0-010	0.0%	120-197
High	120-137	120-102	-0-035	-0.1%	120-235
Low	119-302	119-262	-0-040	-0.1%	120-060
Close	120-075	120-042	-0-033	-0.1%	120-205
Range	0-155	0-160	0-005	3.2%	0-175
ATR	0-110	0-113	0-004	3.3%	0-000
Volume	956,845	1,002,381	45,536	4.8%	2,509,662

Daily Pivots for day following 30-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-189	121-115	120-130
R3	121-029	120-275	120-086
R2	120-189	120-189	120-071
R1	120-115	120-115	120-057	120-072
PP	120-029	120-029	120-029	120-007
S1	119-275	119-275	120-027	119-232
S2	119-189	119-189	120-013
S3	119-029	119-115	119-318
S4	118-189	118-275	119-274

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-052	121-303	120-301
R3	121-197	121-128	120-253
R2	121-022	121-022	120-237
R1	120-273	120-273	120-221	120-308
PP	120-167	120-167	120-167	120-184
S1	120-098	120-098	120-189	120-132
S2	119-312	119-312	120-173
S3	119-137	119-243	120-157
S4	118-282	119-068	120-109

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-230	119-262	0-288	0.7%	0-125	0.3%	35%	False	True	697,758
10	120-287	119-262	1-025	0.9%	0-111	0.3%	29%	False	True	612,696
20	120-292	119-262	1-030	0.9%	0-103	0.3%	29%	False	True	534,803
40	120-292	118-092	2-200	2.2%	0-118	0.3%	70%	False	False	584,912
60	120-292	118-092	2-200	2.2%	0-125	0.3%	70%	False	False	486,988
80	120-292	118-092	2-200	2.2%	0-110	0.3%	70%	False	False	365,337

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	122-142
2.618	121-201
1.618	121-041
1.000	120-262
0.618	120-201
HIGH	120-102
0.618	120-041
0.500	120-022
0.382	120-003
LOW	119-262
0.618	119-163
1.000	119-102
1.618	119-003
2.618	118-163
4.250	117-222

Fisher Pivots for day following 30-Apr-2015
Pivot	1 day	3 day
R1	120-035	120-068
PP	120-029	120-060
S1	120-022	120-051

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