ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 119-287 119-200 -0-087 -0.2% 119-242
High 119-287 119-210 -0-077 -0.2% 120-085
Low 119-180 119-075 -0-105 -0.3% 119-190
Close 119-202 119-100 -0-102 -0.3% 120-082
Range 0-107 0-135 0-028 26.2% 0-215
ATR 0-120 0-121 0-001 0.9% 0-000
Volume 65,919 62,954 -2,965 -4.5% 4,753,505
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-213 120-132 119-174
R3 120-078 119-317 119-137
R2 119-263 119-263 119-125
R1 119-182 119-182 119-112 119-155
PP 119-128 119-128 119-128 119-115
S1 119-047 119-047 119-088 119-020
S2 118-313 118-313 119-075
S3 118-178 118-232 119-063
S4 118-043 118-097 119-026
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 122-017 121-265 120-200
R3 121-122 121-050 120-141
R2 120-227 120-227 120-121
R1 120-155 120-155 120-102 120-191
PP 120-012 120-012 120-012 120-030
S1 119-260 119-260 120-062 119-296
S2 119-117 119-117 120-043
S3 118-222 119-045 120-023
S4 118-007 118-150 119-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-085 119-075 1-010 0.9% 0-106 0.3% 8% False True 271,770
10 120-085 119-075 1-010 0.9% 0-109 0.3% 8% False True 707,797
20 120-090 119-045 1-045 1.0% 0-130 0.3% 15% False False 736,466
40 120-287 119-045 1-242 1.5% 0-118 0.3% 10% False False 645,284
60 120-292 118-160 2-132 2.0% 0-119 0.3% 34% False False 626,720
80 120-292 118-092 2-200 2.2% 0-125 0.3% 39% False False 569,723
100 120-292 118-092 2-200 2.2% 0-116 0.3% 39% False False 455,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-144
2.618 120-243
1.618 120-108
1.000 120-025
0.618 119-293
HIGH 119-210
0.618 119-158
0.500 119-142
0.382 119-127
LOW 119-075
0.618 118-312
1.000 118-260
1.618 118-177
2.618 118-042
4.250 117-141
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 119-142 119-240
PP 119-128 119-193
S1 119-114 119-147

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

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