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

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

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