ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 119-275 119-205 -0-070 -0.2% 120-215
High 120-000 119-232 -0-088 -0.2% 120-230
Low 119-187 119-137 -0-050 -0.1% 119-260
Close 119-210 119-165 -0-045 -0.1% 119-267
Range 0-133 0-095 -0-038 -28.6% 0-290
ATR 0-114 0-113 -0-001 -1.2% 0-000
Volume 721,044 826,119 105,075 14.6% 3,407,075
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 120-143 120-089 119-217
R3 120-048 119-314 119-191
R2 119-273 119-273 119-182
R1 119-219 119-219 119-174 119-198
PP 119-178 119-178 119-178 119-168
S1 119-124 119-124 119-156 119-104
S2 119-083 119-083 119-148
S3 118-308 119-029 119-139
S4 118-213 118-254 119-113
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 122-269 122-078 120-106
R3 121-299 121-108 120-027
R2 121-009 121-009 120-000
R1 120-138 120-138 119-294 120-088
PP 120-039 120-039 120-039 120-014
S1 119-168 119-168 119-240 119-118
S2 119-069 119-069 119-214
S3 118-099 118-198 119-187
S4 117-129 117-228 119-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-102 119-137 0-285 0.7% 0-121 0.3% 10% False True 692,257
10 120-230 119-137 1-093 1.1% 0-115 0.3% 7% False True 656,156
20 120-287 119-137 1-150 1.2% 0-107 0.3% 6% False True 574,268
40 120-292 118-190 2-102 1.9% 0-113 0.3% 40% False False 573,655
60 120-292 118-092 2-200 2.2% 0-122 0.3% 47% False False 527,872
80 120-292 118-092 2-200 2.2% 0-113 0.3% 47% False False 396,068
Crabel Price Patterns
NR True
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-316
2.618 120-161
1.618 120-066
1.000 120-007
0.618 119-291
HIGH 119-232
0.618 119-196
0.500 119-184
0.382 119-173
LOW 119-137
0.618 119-078
1.000 119-042
1.618 118-303
2.618 118-208
4.250 118-053
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 119-184 119-231
PP 119-178 119-209
S1 119-172 119-187

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

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