ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 118-220 119-050 0-150 0.4% 119-110
High 119-010 119-130 0-120 0.3% 119-170
Low 118-180 119-010 0-150 0.4% 118-270
Close 119-000 119-030 0-030 0.1% 119-110
Range 0-150 0-120 -0-030 -20.0% 0-220
ATR 0-089 0-092 0-003 3.3% 0-000
Volume 4,307 4,324 17 0.4% 10,728
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 120-097 120-023 119-096
R3 119-297 119-223 119-063
R2 119-177 119-177 119-052
R1 119-103 119-103 119-041 119-080
PP 119-057 119-057 119-057 119-045
S1 118-303 118-303 119-019 118-280
S2 118-257 118-257 119-008
S3 118-137 118-183 118-317
S4 118-017 118-063 118-284
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% 0-140 0.4% 55% False False 3,642
10 119-220 118-180 1-040 0.9% 0-106 0.3% 47% False False 2,650
20 120-080 118-180 1-220 1.4% 0-076 0.2% 31% False False 1,453
Crabel Price Patterns
NR True
NR4 True
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 0-016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-000
2.618 120-124
1.618 120-004
1.000 119-250
0.618 119-204
HIGH 119-130
0.618 119-084
0.500 119-070
0.382 119-056
LOW 119-010
0.618 118-256
1.000 118-210
1.618 118-136
2.618 118-016
4.250 117-140
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 119-070 119-018
PP 119-057 119-007
S1 119-043 118-315

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

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