ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 119-220 119-110 -0-110 -0.3% 119-310
High 119-220 119-110 -0-110 -0.3% 120-040
Low 119-090 119-080 -0-010 0.0% 119-080
Close 119-190 119-080 -0-110 -0.3% 119-080
Range 0-130 0-030 -0-100 -76.9% 0-280
ATR 0-065 0-069 0-003 4.9% 0-000
Volume 2,118 1,197 -921 -43.5% 4,515
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 119-180 119-160 119-096
R3 119-150 119-130 119-088
R2 119-120 119-120 119-086
R1 119-100 119-100 119-083 119-095
PP 119-090 119-090 119-090 119-088
S1 119-070 119-070 119-077 119-065
S2 119-060 119-060 119-074
S3 119-030 119-040 119-072
S4 119-000 119-010 119-064
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 122-053 121-187 119-234
R3 121-093 120-227 119-157
R2 120-133 120-133 119-131
R1 119-267 119-267 119-106 119-220
PP 119-173 119-173 119-173 119-150
S1 118-307 118-307 119-054 118-260
S2 118-213 118-213 119-029
S3 117-253 118-027 119-003
S4 116-293 117-067 118-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 119-080 0-280 0.7% 0-078 0.2% 0% False True 903
10 120-050 119-080 0-290 0.8% 0-046 0.1% 0% False True 488
20 120-080 119-080 1-000 0.8% 0-032 0.1% 0% False True 335
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-238
2.618 119-189
1.618 119-159
1.000 119-140
0.618 119-129
HIGH 119-110
0.618 119-099
0.500 119-095
0.382 119-091
LOW 119-080
0.618 119-061
1.000 119-050
1.618 119-031
2.618 119-001
4.250 118-272
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 119-095 119-170
PP 119-090 119-140
S1 119-085 119-110

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

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