ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 119-115 119-157 0-042 0.1% 119-052
High 119-177 119-235 0-058 0.2% 119-235
Low 119-102 119-142 0-040 0.1% 119-002
Close 119-167 119-232 0-065 0.2% 119-232
Range 0-075 0-093 0-018 24.0% 0-233
ATR 0-103 0-102 -0-001 -0.7% 0-000
Volume 897,312 745,775 -151,537 -16.9% 4,267,891
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 120-162 120-130 119-283
R3 120-069 120-037 119-258
R2 119-296 119-296 119-249
R1 119-264 119-264 119-241 119-280
PP 119-203 119-203 119-203 119-211
S1 119-171 119-171 119-223 119-187
S2 119-110 119-110 119-215
S3 119-017 119-078 119-206
S4 118-244 118-305 119-181
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 121-215 121-137 120-040
R3 120-302 120-224 119-296
R2 120-069 120-069 119-275
R1 119-311 119-311 119-253 120-030
PP 119-156 119-156 119-156 119-176
S1 119-078 119-078 119-211 119-117
S2 118-243 118-243 119-189
S3 118-010 118-165 119-168
S4 117-097 117-252 119-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-235 118-317 0-238 0.6% 0-108 0.3% 99% True False 895,422
10 119-235 118-280 0-275 0.7% 0-113 0.3% 99% True False 464,087
20 119-235 118-180 1-055 1.0% 0-109 0.3% 99% True False 233,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-310
2.618 120-158
1.618 120-065
1.000 120-008
0.618 119-292
HIGH 119-235
0.618 119-199
0.500 119-188
0.382 119-178
LOW 119-142
0.618 119-085
1.000 119-049
1.618 118-312
2.618 118-219
4.250 118-067
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 119-218 119-202
PP 119-203 119-173
S1 119-188 119-144

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

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