ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	118-312	119-060	0-068	0.2%	119-027
High	119-075	119-115	0-040	0.1%	119-115
Low	118-287	119-030	0-063	0.2%	118-287
Close	119-075	119-065	-0-010	0.0%	119-065
Range	0-108	0-085	-0-023	-21.3%	0-148
ATR	0-121	0-118	-0-003	-2.1%	0-000
Volume	5,978	4,577	-1,401	-23.4%	34,445

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-005	119-280	119-112
R3	119-240	119-195	119-088
R2	119-155	119-155	119-081
R1	119-110	119-110	119-073	119-132
PP	119-070	119-070	119-070	119-081
S1	119-025	119-025	119-057	119-048
S2	118-305	118-305	119-049
S3	118-220	118-260	119-042
S4	118-135	118-175	119-018

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-173	120-107	119-146
R3	120-025	119-279	119-106
R2	119-197	119-197	119-092
R1	119-131	119-131	119-079	119-164
PP	119-049	119-049	119-049	119-066
S1	118-303	118-303	119-051	119-016
S2	118-221	118-221	119-038
S3	118-073	118-155	119-024
S4	117-245	118-007	118-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-115	118-287	0-148	0.4%	0-086	0.2%	66%	True	False	6,889
10	120-085	118-257	1-148	1.2%	0-116	0.3%	27%	False	False	27,461
20	120-090	118-257	1-153	1.2%	0-115	0.3%	27%	False	False	446,776
40	120-287	118-257	2-030	1.8%	0-121	0.3%	19%	False	False	563,953
60	120-292	118-257	2-035	1.8%	0-116	0.3%	19%	False	False	549,981
80	120-292	118-092	2-200	2.2%	0-123	0.3%	35%	False	False	569,653
100	120-292	118-092	2-200	2.2%	0-120	0.3%	35%	False	False	456,568

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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-156
2.618	120-018
1.618	119-253
1.000	119-200
0.618	119-168
HIGH	119-115
0.618	119-083
0.500	119-072
0.382	119-062
LOW	119-030
0.618	118-297
1.000	118-265
1.618	118-212
2.618	118-127
4.250	117-309

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	119-072	119-057
PP	119-070	119-049
S1	119-068	119-041

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