ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 120-050 120-010 -0-040 -0.1% 119-240
High 120-050 120-010 -0-040 -0.1% 120-080
Low 120-020 120-000 -0-020 -0.1% 119-240
Close 120-030 120-000 -0-030 -0.1% 120-060
Range 0-030 0-010 -0-020 -66.7% 0-160
ATR
Volume 125 3 -122 -97.6% 1,823
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-033 120-027 120-006
R3 120-023 120-017 120-003
R2 120-013 120-013 120-002
R1 120-007 120-007 120-001 120-005
PP 120-003 120-003 120-003 120-002
S1 119-317 119-317 119-319 119-315
S2 119-313 119-313 119-318
S3 119-303 119-307 119-317
S4 119-293 119-297 119-314
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-180 121-120 120-148
R3 121-020 120-280 120-104
R2 120-180 120-180 120-089
R1 120-120 120-120 120-075 120-150
PP 120-020 120-020 120-020 120-035
S1 119-280 119-280 120-045 119-310
S2 119-180 119-180 120-031
S3 119-020 119-120 120-016
S4 118-180 118-280 119-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-080 119-310 0-090 0.2% 0-042 0.1% 11% False False 389
10 120-080 119-200 0-200 0.5% 0-021 0.1% 60% False False 195
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-052
2.618 120-036
1.618 120-026
1.000 120-020
0.618 120-016
HIGH 120-010
0.618 120-006
0.500 120-005
0.382 120-004
LOW 120-000
0.618 119-314
1.000 119-310
1.618 119-304
2.618 119-294
4.250 119-278
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 120-005 120-035
PP 120-003 120-023
S1 120-002 120-012

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

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