ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 119-010 118-210 -0-120 -0.3% 119-052
High 119-020 118-300 -0-040 -0.1% 119-235
Low 118-185 118-142 -0-043 -0.1% 119-002
Close 118-210 118-285 0-075 0.2% 119-232
Range 0-155 0-158 0-003 1.9% 0-233
ATR 0-111 0-114 0-003 3.0% 0-000
Volume 882,744 886,807 4,063 0.5% 4,267,891
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-076 120-019 119-052
R3 119-238 119-181 119-008
R2 119-080 119-080 118-314
R1 119-023 119-023 118-299 119-052
PP 118-242 118-242 118-242 118-257
S1 118-185 118-185 118-271 118-214
S2 118-084 118-084 118-256
S3 117-246 118-027 118-242
S4 117-088 117-189 118-198
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
5 119-235 118-142 1-093 1.1% 0-137 0.4% 35% False True 786,884
10 119-235 118-142 1-093 1.1% 0-122 0.3% 35% False True 778,049
20 119-235 118-142 1-093 1.1% 0-127 0.3% 35% False True 392,732
40 120-080 118-142 1-258 1.5% 0-084 0.2% 25% False True 196,658
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 0-024
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-012
2.618 120-074
1.618 119-236
1.000 119-138
0.618 119-078
HIGH 118-300
0.618 118-240
0.500 118-221
0.382 118-202
LOW 118-142
0.618 118-044
1.000 117-304
1.618 117-206
2.618 117-048
4.250 116-110
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 118-264 118-286
PP 118-242 118-286
S1 118-221 118-285

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

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