ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 119-105 119-010 -0-095 -0.2% 119-052
High 119-110 119-020 -0-090 -0.2% 119-235
Low 118-305 118-185 -0-120 -0.3% 119-002
Close 119-007 118-210 -0-117 -0.3% 119-232
Range 0-125 0-155 0-030 24.0% 0-233
ATR 0-107 0-111 0-003 3.2% 0-000
Volume 735,223 882,744 147,521 20.1% 4,267,891
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-070 119-295 118-295
R3 119-235 119-140 118-253
R2 119-080 119-080 118-238
R1 118-305 118-305 118-224 118-275
PP 118-245 118-245 118-245 118-230
S1 118-150 118-150 118-196 118-120
S2 118-090 118-090 118-182
S3 117-255 117-315 118-167
S4 117-100 117-160 118-125
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
5 119-235 118-185 1-050 1.0% 0-120 0.3% 7% False True 788,985
10 119-235 118-185 1-050 1.0% 0-115 0.3% 7% False True 691,173
20 119-235 118-180 1-055 1.0% 0-122 0.3% 8% False False 348,439
40 120-080 118-180 1-220 1.4% 0-080 0.2% 6% False False 174,488
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 0-017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-039
2.618 120-106
1.618 119-271
1.000 119-175
0.618 119-116
HIGH 119-020
0.618 118-281
0.500 118-262
0.382 118-244
LOW 118-185
0.618 118-089
1.000 118-030
1.618 117-254
2.618 117-099
4.250 116-166
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 118-262 119-048
PP 118-245 118-316
S1 118-228 118-263

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

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