ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 17-Jun-2015

Day Change Summary
	Previous	Current
	16-Jun-2015	17-Jun-2015	Change	Change %	Previous Week
Open	118-210	118-277	0-067	0.2%	118-127
High	118-287	119-057	0-090	0.2%	118-232
Low	118-210	118-127	-0-083	-0.2%	118-037
Close	118-272	119-035	0-083	0.2%	118-165
Range	0-077	0-250	0-173	224.7%	0-195
ATR	0-118	0-128	0-009	7.9%	0-000
Volume	466,866	916,253	449,387	96.3%	3,141,051

Daily Pivots for day following 17-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-076	120-306	119-172
R3	120-146	120-056	119-104
R2	119-216	119-216	119-081
R1	119-126	119-126	119-058	119-171
PP	118-286	118-286	118-286	118-309
S1	118-196	118-196	119-012	118-241
S2	118-036	118-036	118-309
S3	117-106	117-266	118-286
S4	116-176	117-016	118-218

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	119-057	118-037	1-020	0.9%	0-138	0.4%	94%	True	False	665,165
10	119-057	118-037	1-020	0.9%	0-140	0.4%	94%	True	False	693,063
20	119-235	118-037	1-198	1.4%	0-128	0.3%	61%	False	False	692,118
40	120-040	118-037	2-003	1.7%	0-110	0.3%	49%	False	False	347,705

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	122-160
2.618	121-072
1.618	120-142
1.000	119-307
0.618	119-212
HIGH	119-057
0.618	118-282
0.500	118-252
0.382	118-222
LOW	118-127
0.618	117-292
1.000	117-197
1.618	117-042
2.618	116-112
4.250	115-024

Fisher Pivots for day following 17-Jun-2015
Pivot	1 day	3 day
R1	119-001	119-001
PP	118-286	118-286
S1	118-252	118-252

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