ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	119-200	119-100	-0-100	-0.3%	119-110
High	119-200	119-160	-0-040	-0.1%	119-220
Low	119-080	118-280	-0-120	-0.3%	118-180
Close	119-090	119-000	-0-090	-0.2%	119-200
Range	0-120	0-200	0-080	66.7%	1-040
ATR	0-095	0-103	0-007	7.8%	0-000
Volume	13,213	7,690	-5,523	-41.8%	29,463

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-000	120-200	119-110
R3	120-120	120-000	119-055
R2	119-240	119-240	119-037
R1	119-120	119-120	119-018	119-080
PP	119-040	119-040	119-040	119-020
S1	118-240	118-240	118-302	118-200
S2	118-160	118-160	118-283
S3	117-280	118-040	118-265
S4	117-080	117-160	118-210

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-213	122-087	120-078
R3	121-173	121-047	119-299
R2	120-133	120-133	119-266
R1	120-007	120-007	119-233	120-070
PP	119-093	119-093	119-093	119-125
S1	118-287	118-287	119-167	119-030
S2	118-053	118-053	119-134
S3	117-013	117-247	119-101
S4	115-293	116-207	119-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-220	118-280	0-260	0.7%	0-128	0.3%	15%	False	True	8,445
10	119-220	118-180	1-040	0.9%	0-128	0.3%	39%	False	False	5,705
20	120-040	118-180	1-180	1.3%	0-092	0.2%	28%	False	False	3,292

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	0-023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-050
2.618	121-044
1.618	120-164
1.000	120-040
0.618	119-284
HIGH	119-160
0.618	119-084
0.500	119-060
0.382	119-036
LOW	118-280
0.618	118-156
1.000	118-080
1.618	117-276
2.618	117-076
4.250	116-070

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	119-060	119-090
PP	119-040	119-060
S1	119-020	119-030

Download as Excel Spreadsheet

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

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