ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 120-030 119-310 -0-040 -0.1% 120-050
High 120-040 120-040 0-000 0.0% 120-050
Low 120-030 119-310 -0-040 -0.1% 119-240
Close 120-040 120-020 -0-020 -0.1% 120-040
Range 0-010 0-050 0-040 400.0% 0-130
ATR 0-051 0-051 0-000 -0.1% 0-000
Volume 189 266 77 40.7% 372
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-167 120-143 120-048
R3 120-117 120-093 120-034
R2 120-067 120-067 120-029
R1 120-043 120-043 120-025 120-055
PP 120-017 120-017 120-017 120-022
S1 119-313 119-313 120-015 120-005
S2 119-287 119-287 120-011
S3 119-237 119-263 120-006
S4 119-187 119-213 119-312
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-073 121-027 120-112
R3 120-263 120-217 120-076
R2 120-133 120-133 120-064
R1 120-087 120-087 120-052 120-045
PP 120-003 120-003 120-003 119-302
S1 119-277 119-277 120-028 119-235
S2 119-193 119-193 120-016
S3 119-063 119-147 120-004
S4 118-253 119-017 119-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 119-240 0-120 0.3% 0-018 0.0% 83% True False 102
10 120-080 119-240 0-160 0.4% 0-029 0.1% 63% False False 246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 120-252
2.618 120-171
1.618 120-121
1.000 120-090
0.618 120-071
HIGH 120-040
0.618 120-021
0.500 120-015
0.382 120-009
LOW 119-310
0.618 119-279
1.000 119-260
1.618 119-229
2.618 119-179
4.250 119-098
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 120-018 120-013
PP 120-017 120-007
S1 120-015 120-000

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

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