ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 119-310 119-300 -0-010 0.0% 120-050
High 120-040 119-300 -0-060 -0.2% 120-050
Low 119-310 119-270 -0-040 -0.1% 119-240
Close 120-020 119-280 -0-060 -0.2% 120-040
Range 0-050 0-030 -0-020 -40.0% 0-130
ATR 0-051 0-052 0-001 2.7% 0-000
Volume 266 465 199 74.8% 372
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 120-053 120-037 119-296
R3 120-023 120-007 119-288
R2 119-313 119-313 119-286
R1 119-297 119-297 119-283 119-290
PP 119-283 119-283 119-283 119-280
S1 119-267 119-267 119-277 119-260
S2 119-253 119-253 119-274
S3 119-223 119-237 119-272
S4 119-193 119-207 119-264
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% 0-022 0.1% 33% False False 195
10 120-080 119-240 0-160 0.4% 0-032 0.1% 25% False False 292
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-108
2.618 120-059
1.618 120-029
1.000 120-010
0.618 119-319
HIGH 119-300
0.618 119-289
0.500 119-285
0.382 119-281
LOW 119-270
0.618 119-251
1.000 119-240
1.618 119-221
2.618 119-191
4.250 119-142
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 119-285 119-315
PP 119-283 119-303
S1 119-282 119-292

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

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