ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 119-110 118-220 -0-210 -0.5% 119-110
High 119-110 119-010 -0-100 -0.3% 119-170
Low 118-270 118-180 -0-090 -0.2% 118-270
Close 118-280 119-000 0-040 0.1% 119-110
Range 0-160 0-150 -0-010 -6.3% 0-220
ATR 0-084 0-089 0-005 5.6% 0-000
Volume 3,832 4,307 475 12.4% 10,728
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 120-087 120-033 119-082
R3 119-257 119-203 119-041
R2 119-107 119-107 119-028
R1 119-053 119-053 119-014 119-080
PP 118-277 118-277 118-277 118-290
S1 118-223 118-223 118-306 118-250
S2 118-127 118-127 118-292
S3 117-297 118-073 118-279
S4 117-147 117-243 118-238
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 121-097 121-003 119-231
R3 120-197 120-103 119-170
R2 119-297 119-297 119-150
R1 119-203 119-203 119-130 119-220
PP 119-077 119-077 119-077 119-085
S1 118-303 118-303 119-090 119-000
S2 118-177 118-177 119-070
S3 117-277 118-083 119-050
S4 117-057 117-183 118-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-170 118-180 0-310 0.8% 0-128 0.3% 45% False True 2,965
10 119-260 118-180 1-080 1.1% 0-109 0.3% 35% False True 2,265
20 120-080 118-180 1-220 1.4% 0-070 0.2% 26% False True 1,278
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 True
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-008
2.618 120-083
1.618 119-253
1.000 119-160
0.618 119-103
HIGH 119-010
0.618 118-273
0.500 118-255
0.382 118-237
LOW 118-180
0.618 118-087
1.000 118-030
1.618 117-257
2.618 117-107
4.250 116-182
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 118-298 119-015
PP 118-277 119-010
S1 118-255 119-005

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

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