ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 119-300 119-260 -0-040 -0.1% 120-050
High 119-300 119-260 -0-040 -0.1% 120-050
Low 119-270 119-110 -0-160 -0.4% 119-240
Close 119-280 119-220 -0-060 -0.2% 120-040
Range 0-030 0-150 0-120 400.0% 0-130
ATR 0-052 0-061 0-008 16.2% 0-000
Volume 465 469 4 0.9% 372
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-007 120-263 119-302
R3 120-177 120-113 119-261
R2 120-027 120-027 119-248
R1 119-283 119-283 119-234 119-240
PP 119-197 119-197 119-197 119-175
S1 119-133 119-133 119-206 119-090
S2 119-047 119-047 119-192
S3 118-217 118-303 119-179
S4 118-067 118-153 119-138
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
5 120-040 119-110 0-250 0.7% 0-052 0.1% 44% False True 286
10 120-080 119-110 0-290 0.8% 0-045 0.1% 38% False True 256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 19 trading days
Fibonacci Retracements and Extensions
4.250 121-258
2.618 121-013
1.618 120-183
1.000 120-090
0.618 120-033
HIGH 119-260
0.618 119-203
0.500 119-185
0.382 119-167
LOW 119-110
0.618 119-017
1.000 118-280
1.618 118-187
2.618 118-037
4.250 117-112
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 119-208 119-235
PP 119-197 119-230
S1 119-185 119-225

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

View Archives - Comment on this page... - Back to Index of Symbols