ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 118-277 119-025 0-068 0.2% 118-127
High 119-057 119-110 0-053 0.1% 118-232
Low 118-127 118-270 0-143 0.4% 118-037
Close 119-035 119-005 -0-030 -0.1% 118-165
Range 0-250 0-160 -0-090 -36.0% 0-195
ATR 0-128 0-130 0-002 1.8% 0-000
Volume 916,253 905,747 -10,506 -1.1% 3,141,051
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-182 120-093 119-093
R3 120-022 119-253 119-049
R2 119-182 119-182 119-034
R1 119-093 119-093 119-020 119-058
PP 119-022 119-022 119-022 119-004
S1 118-253 118-253 118-310 118-218
S2 118-182 118-182 118-296
S3 118-022 118-093 118-281
S4 117-182 117-253 118-237
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
5 119-110 118-122 0-308 0.8% 0-142 0.4% 66% True False 697,991
10 119-110 118-037 1-073 1.0% 0-140 0.4% 73% True False 694,957
20 119-235 118-037 1-198 1.4% 0-131 0.3% 56% False False 736,503
40 120-040 118-037 2-003 1.7% 0-114 0.3% 45% False False 370,348
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-150
2.618 120-209
1.618 120-049
1.000 119-270
0.618 119-209
HIGH 119-110
0.618 119-049
0.500 119-030
0.382 119-011
LOW 118-270
0.618 118-171
1.000 118-110
1.618 118-011
2.618 117-171
4.250 116-230
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 119-030 118-310
PP 119-022 118-294
S1 119-013 118-278

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

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