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

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