ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 118-210 118-282 0-072 0.2% 119-210
High 118-300 118-290 -0-010 0.0% 119-232
Low 118-142 118-040 -0-102 -0.3% 118-040
Close 118-285 118-127 -0-158 -0.4% 118-127
Range 0-158 0-250 0-092 58.2% 1-192
ATR 0-114 0-124 0-010 8.5% 0-000
Volume 886,807 992,832 106,025 12.0% 4,181,477
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-262 120-125 118-264
R3 120-012 119-195 118-196
R2 119-082 119-082 118-173
R1 118-265 118-265 118-150 118-208
PP 118-152 118-152 118-152 118-124
S1 118-015 118-015 118-104 117-278
S2 117-222 117-222 118-081
S3 116-292 117-085 118-058
S4 116-042 116-155 117-310
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 123-176 122-183 119-089
R3 121-304 120-311 118-268
R2 120-112 120-112 118-221
R1 119-119 119-119 118-174 119-020
PP 118-240 118-240 118-240 118-190
S1 117-247 117-247 118-080 117-148
S2 117-048 117-048 118-033
S3 115-176 116-055 117-306
S4 113-304 114-183 117-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-232 118-040 1-192 1.4% 0-168 0.4% 17% False True 836,295
10 119-235 118-040 1-195 1.4% 0-138 0.4% 17% False True 865,858
20 119-235 118-040 1-195 1.4% 0-136 0.4% 17% False True 442,242
40 120-080 118-040 2-040 1.8% 0-090 0.2% 13% False True 221,479
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 0-023
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 122-072
2.618 120-304
1.618 120-054
1.000 119-220
0.618 119-124
HIGH 118-290
0.618 118-194
0.500 118-165
0.382 118-136
LOW 118-040
0.618 117-206
1.000 117-110
1.618 116-276
2.618 116-026
4.250 114-258
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 118-165 118-190
PP 118-152 118-169
S1 118-140 118-148

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

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