ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 118-167 118-180 0-013 0.0% 118-127
High 118-230 118-290 0-060 0.2% 118-232
Low 118-122 118-175 0-053 0.1% 118-037
Close 118-165 118-220 0-055 0.1% 118-165
Range 0-108 0-115 0-007 6.5% 0-195
ATR 0-121 0-122 0-000 0.2% 0-000
Volume 674,264 526,825 -147,439 -21.9% 3,141,051
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-253 119-192 118-283
R3 119-138 119-077 118-252
R2 119-023 119-023 118-241
R1 118-282 118-282 118-231 118-312
PP 118-228 118-228 118-228 118-244
S1 118-167 118-167 118-209 118-198
S2 118-113 118-113 118-199
S3 117-318 118-052 118-188
S4 117-203 117-257 118-157
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-090 120-002 118-272
R3 119-215 119-127 118-219
R2 119-020 119-020 118-201
R1 118-252 118-252 118-183 118-296
PP 118-145 118-145 118-145 118-166
S1 118-057 118-057 118-147 118-101
S2 117-270 117-270 118-129
S3 117-075 117-182 118-111
S4 116-200 116-307 118-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-290 118-037 0-253 0.7% 0-113 0.3% 72% True False 637,265
10 119-110 118-037 1-073 1.0% 0-136 0.4% 47% False False 716,548
20 119-235 118-037 1-198 1.4% 0-127 0.3% 35% False False 624,007
40 120-050 118-037 2-013 1.7% 0-103 0.3% 28% False False 313,130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-139
2.618 119-271
1.618 119-156
1.000 119-085
0.618 119-041
HIGH 118-290
0.618 118-246
0.500 118-232
0.382 118-219
LOW 118-175
0.618 118-104
1.000 118-060
1.618 117-309
2.618 117-194
4.250 117-006
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 118-232 118-201
PP 118-228 118-182
S1 118-224 118-164

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

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