ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 119-025 119-025 0-000 0.0% 118-180
High 119-110 119-140 0-030 0.1% 119-140
Low 118-270 119-025 0-075 0.2% 118-127
Close 119-005 119-117 0-112 0.3% 119-117
Range 0-160 0-115 -0-045 -28.1% 1-013
ATR 0-130 0-130 0-000 0.3% 0-000
Volume 905,747 544,639 -361,108 -39.9% 3,360,330
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 120-119 120-073 119-180
R3 120-004 119-278 119-149
R2 119-209 119-209 119-138
R1 119-163 119-163 119-128 119-186
PP 119-094 119-094 119-094 119-106
S1 119-048 119-048 119-106 119-071
S2 118-299 118-299 119-096
S3 118-184 118-253 119-085
S4 118-069 118-138 119-054
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 122-060 121-262 119-300
R3 121-047 120-249 119-209
R2 120-034 120-034 119-178
R1 119-236 119-236 119-148 119-295
PP 119-021 119-021 119-021 119-051
S1 118-223 118-223 119-086 118-282
S2 118-008 118-008 119-056
S3 116-315 117-210 119-025
S4 115-302 116-197 118-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 118-127 1-013 0.9% 0-143 0.4% 93% True False 672,066
10 119-140 118-037 1-103 1.1% 0-127 0.3% 95% True False 650,138
20 119-235 118-037 1-198 1.4% 0-132 0.3% 77% False False 757,998
40 120-040 118-037 2-003 1.7% 0-116 0.3% 62% False False 383,963
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 3 trading days
Fibonacci Retracements and Extensions
4.250 120-309
2.618 120-121
1.618 120-006
1.000 119-255
0.618 119-211
HIGH 119-140
0.618 119-096
0.500 119-082
0.382 119-069
LOW 119-025
0.618 118-274
1.000 118-230
1.618 118-159
2.618 118-044
4.250 117-176
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 119-106 119-069
PP 119-094 119-021
S1 119-082 118-294

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

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