ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 119-240 119-280 0-040 0.1% 119-240
High 119-240 119-300 0-060 0.2% 120-080
Low 119-240 119-280 0-040 0.1% 119-240
Close 119-240 119-300 0-060 0.2% 120-060
Range 0-000 0-020 0-020 0-160
ATR 0-049 0-050 0-001 1.6% 0-000
Volume 13 42 29 223.1% 1,823
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-033 120-027 119-311
R3 120-013 120-007 119-306
R2 119-313 119-313 119-304
R1 119-307 119-307 119-302 119-310
PP 119-293 119-293 119-293 119-295
S1 119-287 119-287 119-298 119-290
S2 119-273 119-273 119-296
S3 119-253 119-267 119-294
S4 119-233 119-247 119-289
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
5 120-070 119-240 0-150 0.4% 0-024 0.1% 40% False False 223
10 120-080 119-200 0-200 0.5% 0-023 0.1% 50% False False 200
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 0-007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-065
2.618 120-032
1.618 120-012
1.000 120-000
0.618 119-312
HIGH 119-300
0.618 119-292
0.500 119-290
0.382 119-288
LOW 119-280
0.618 119-268
1.000 119-260
1.618 119-248
2.618 119-228
4.250 119-195
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 119-297 119-295
PP 119-293 119-290
S1 119-290 119-285

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

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