ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 119-147 119-152 0-005 0.0% 119-027
High 119-175 119-250 0-075 0.2% 119-115
Low 119-140 119-040 -0-100 -0.3% 118-287
Close 119-160 119-250 0-090 0.2% 119-065
Range 0-035 0-210 0-175 500.0% 0-148
ATR 0-113 0-120 0-007 6.1% 0-000
Volume 4,079 4,873 794 19.5% 34,445
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 121-170 121-100 120-046
R3 120-280 120-210 119-308
R2 120-070 120-070 119-288
R1 120-000 120-000 119-269 120-035
PP 119-180 119-180 119-180 119-198
S1 119-110 119-110 119-231 119-145
S2 118-290 118-290 119-212
S3 118-080 118-220 119-192
S4 117-190 118-010 119-134
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
5 119-250 118-287 0-283 0.7% 0-101 0.3% 100% True False 4,796
10 119-250 118-257 0-313 0.8% 0-110 0.3% 100% True False 8,250
20 120-085 118-257 1-148 1.2% 0-109 0.3% 67% False False 358,023
40 120-230 118-257 1-293 1.6% 0-122 0.3% 51% False False 528,501
60 120-292 118-257 2-035 1.8% 0-114 0.3% 46% False False 522,185
80 120-292 118-092 2-200 2.2% 0-121 0.3% 57% False False 565,385
100 120-292 118-092 2-200 2.2% 0-120 0.3% 57% False False 456,687
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 122-182
2.618 121-160
1.618 120-270
1.000 120-140
0.618 120-060
HIGH 119-250
0.618 119-170
0.500 119-145
0.382 119-120
LOW 119-040
0.618 118-230
1.000 118-150
1.618 118-020
2.618 117-130
4.250 116-108
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 119-215 119-215
PP 119-180 119-180
S1 119-145 119-145

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

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