ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 119-242 119-300 0-058 0.2% 120-055
High 119-307 119-307 0-000 0.0% 120-080
Low 119-190 119-235 0-045 0.1% 119-155
Close 119-300 119-292 -0-008 0.0% 119-210
Range 0-117 0-072 -0-045 -38.5% 0-245
ATR 0-130 0-126 -0-004 -3.2% 0-000
Volume 1,812,251 1,787,941 -24,310 -1.3% 3,328,740
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 120-174 120-145 120-012
R3 120-102 120-073 119-312
R2 120-030 120-030 119-305
R1 120-001 120-001 119-299 119-300
PP 119-278 119-278 119-278 119-267
S1 119-249 119-249 119-285 119-228
S2 119-206 119-206 119-279
S3 119-134 119-177 119-272
S4 119-062 119-105 119-252
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 122-030 121-205 120-025
R3 121-105 120-280 119-277
R2 120-180 120-180 119-255
R1 120-035 120-035 119-232 119-305
PP 119-255 119-255 119-255 119-230
S1 119-110 119-110 119-188 119-060
S2 119-010 119-010 119-165
S3 118-085 118-185 119-143
S4 117-160 117-260 119-075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-030 119-162 0-188 0.5% 0-111 0.3% 69% False False 1,143,825
10 120-090 119-155 0-255 0.7% 0-123 0.3% 54% False False 906,788
20 120-137 119-045 1-092 1.1% 0-137 0.4% 60% False False 848,124
40 120-292 119-045 1-247 1.5% 0-117 0.3% 44% False False 674,321
60 120-292 118-092 2-200 2.2% 0-122 0.3% 62% False False 659,277
80 120-292 118-092 2-200 2.2% 0-126 0.3% 62% False False 552,808
100 120-292 118-092 2-200 2.2% 0-113 0.3% 62% False False 442,307
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 120-293
2.618 120-175
1.618 120-103
1.000 120-059
0.618 120-031
HIGH 119-307
0.618 119-279
0.500 119-271
0.382 119-263
LOW 119-235
0.618 119-191
1.000 119-163
1.618 119-119
2.618 119-047
4.250 118-249
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 119-285 119-283
PP 119-278 119-275
S1 119-271 119-266

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

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