ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 28-May-2015

Day Change Summary
	Previous	Current
	27-May-2015	28-May-2015	Change	Change %	Previous Week
Open	119-122	119-115	-0-007	0.0%	119-200
High	119-127	119-177	0-050	0.1%	119-200
Low	119-052	119-102	0-050	0.1%	118-280
Close	119-112	119-167	0-055	0.1%	119-022
Range	0-075	0-075	0-000	0.0%	0-240
ATR	0-105	0-103	-0-002	-2.1%	0-000
Volume	1,453,367	897,312	-556,055	-38.3%	362,906

Daily Pivots for day following 28-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-054	120-025	119-208
R3	119-299	119-270	119-188
R2	119-224	119-224	119-181
R1	119-195	119-195	119-174	119-210
PP	119-149	119-149	119-149	119-156
S1	119-120	119-120	119-160	119-134
S2	119-074	119-074	119-153
S3	118-319	119-045	119-146
S4	118-244	118-290	119-126

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	119-177	118-317	0-180	0.5%	0-108	0.3%	94%	True	False	769,215
10	119-220	118-280	0-260	0.7%	0-115	0.3%	80%	False	False	390,202
20	119-220	118-180	1-040	0.9%	0-110	0.3%	85%	False	False	196,426

Crabel Price Patterns
NR	False
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	0-022

Fibonacci Retracements and Extensions
4.250	120-176
2.618	120-053
1.618	119-298
1.000	119-252
0.618	119-223
HIGH	119-177
0.618	119-148
0.500	119-140
0.382	119-131
LOW	119-102
0.618	119-056
1.000	119-027
1.618	118-301
2.618	118-226
4.250	118-103

Fisher Pivots for day following 28-May-2015
Pivot	1 day	3 day
R1	119-158	119-141
PP	119-149	119-115
S1	119-140	119-090

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