ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	118-282	118-127	-0-155	-0.4%	119-210
High	118-290	118-202	-0-088	-0.2%	119-232
Low	118-040	118-102	0-062	0.2%	118-040
Close	118-127	118-192	0-065	0.2%	118-127
Range	0-250	0-100	-0-150	-60.0%	1-192
ATR	0-124	0-122	-0-002	-1.4%	0-000
Volume	992,832	481,547	-511,285	-51.5%	4,181,477

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-145	119-109	118-247
R3	119-045	119-009	118-220
R2	118-265	118-265	118-210
R1	118-229	118-229	118-201	118-247
PP	118-165	118-165	118-165	118-174
S1	118-129	118-129	118-183	118-147
S2	118-065	118-065	118-174
S3	117-285	118-029	118-164
S4	117-185	117-249	118-137

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	119-110	118-040	1-070	1.0%	0-158	0.4%	39%	False	False	795,830
10	119-235	118-040	1-195	1.4%	0-131	0.3%	30%	False	False	893,091
20	119-235	118-040	1-195	1.4%	0-131	0.3%	30%	False	False	466,164
40	120-080	118-040	2-040	1.8%	0-093	0.2%	22%	False	False	233,518

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-307
2.618	119-144
1.618	119-044
1.000	118-302
0.618	118-264
HIGH	118-202
0.618	118-164
0.500	118-152
0.382	118-140
LOW	118-102
0.618	118-040
1.000	118-002
1.618	117-260
2.618	117-160
4.250	116-317

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	118-179	118-185
PP	118-165	118-177
S1	118-152	118-170

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