ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 119-095 119-135 0-040 0.1% 120-065
High 119-182 119-142 -0-040 -0.1% 120-085
Low 119-035 118-257 -0-098 -0.3% 118-257
Close 119-170 119-025 -0-145 -0.4% 119-025
Range 0-147 0-205 0-058 39.5% 1-148
ATR 0-123 0-130 0-008 6.4% 0-000
Volume 17,505 17,124 -381 -2.2% 240,168
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 121-010 120-222 119-138
R3 120-125 120-017 119-081
R2 119-240 119-240 119-063
R1 119-132 119-132 119-044 119-084
PP 119-035 119-035 119-035 119-010
S1 118-247 118-247 119-006 118-198
S2 118-150 118-150 118-307
S3 117-265 118-042 118-289
S4 117-060 117-157 118-232
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 123-246 122-284 119-282
R3 122-098 121-136 119-154
R2 120-270 120-270 119-111
R1 119-308 119-308 119-068 119-215
PP 119-122 119-122 119-122 119-076
S1 118-160 118-160 118-302 118-067
S2 117-294 117-294 118-259
S3 116-146 117-012 118-216
S4 114-318 115-184 118-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-085 118-257 1-148 1.2% 0-147 0.4% 19% False True 48,033
10 120-085 118-257 1-148 1.2% 0-124 0.3% 19% False True 576,396
20 120-090 118-257 1-153 1.2% 0-134 0.4% 19% False True 647,765
40 120-287 118-257 2-030 1.8% 0-122 0.3% 13% False True 622,769
60 120-292 118-235 2-057 1.8% 0-121 0.3% 16% False False 602,562
80 120-292 118-092 2-200 2.2% 0-127 0.3% 30% False False 570,091
100 120-292 118-092 2-200 2.2% 0-119 0.3% 30% False False 456,232
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 0-020
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122-053
2.618 121-039
1.618 120-154
1.000 120-027
0.618 119-269
HIGH 119-142
0.618 119-064
0.500 119-040
0.382 119-015
LOW 118-257
0.618 118-130
1.000 118-052
1.618 117-245
2.618 117-040
4.250 116-026
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 119-040 119-074
PP 119-035 119-057
S1 119-030 119-041

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

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