ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 119-052 119-122 0-070 0.2% 119-200
High 119-130 119-127 -0-003 0.0% 119-200
Low 119-002 119-052 0-050 0.1% 118-280
Close 119-122 119-112 -0-010 0.0% 119-022
Range 0-128 0-075 -0-053 -41.4% 0-240
ATR 0-108 0-105 -0-002 -2.2% 0-000
Volume 1,171,437 1,453,367 281,930 24.1% 362,906
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 120-002 119-292 119-153
R3 119-247 119-217 119-133
R2 119-172 119-172 119-126
R1 119-142 119-142 119-119 119-120
PP 119-097 119-097 119-097 119-086
S1 119-067 119-067 119-105 119-044
S2 119-022 119-022 119-098
S3 118-267 118-312 119-091
S4 118-192 118-237 119-071
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 121-141 121-001 119-154
R3 120-221 120-081 119-088
R2 119-301 119-301 119-066
R1 119-161 119-161 119-044 119-111
PP 119-061 119-061 119-061 119-036
S1 118-241 118-241 119-000 118-191
S2 118-141 118-141 118-298
S3 117-221 118-001 118-276
S4 116-301 117-081 118-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-167 118-310 0-177 0.5% 0-111 0.3% 69% False False 593,361
10 119-220 118-280 0-260 0.7% 0-119 0.3% 58% False False 300,903
20 119-260 118-180 1-080 1.0% 0-114 0.3% 63% False False 151,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 120-126
2.618 120-003
1.618 119-248
1.000 119-202
0.618 119-173
HIGH 119-127
0.618 119-098
0.500 119-090
0.382 119-081
LOW 119-052
0.618 119-006
1.000 118-297
1.618 118-251
2.618 118-176
4.250 118-053
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 119-104 119-102
PP 119-097 119-092
S1 119-090 119-082

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.