ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 119-095 118-300 -0-115 -0.3% 118-180
High 119-102 118-315 -0-107 -0.3% 119-140
Low 118-295 118-230 -0-065 -0.2% 118-127
Close 119-002 118-260 -0-062 -0.2% 119-117
Range 0-127 0-085 -0-042 -33.1% 1-013
ATR 0-131 0-128 -0-003 -2.1% 0-000
Volume 478,577 555,424 76,847 16.1% 3,360,330
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-203 119-157 118-307
R3 119-118 119-072 118-283
R2 119-033 119-033 118-276
R1 118-307 118-307 118-268 118-288
PP 118-268 118-268 118-268 118-259
S1 118-222 118-222 118-252 118-202
S2 118-183 118-183 118-244
S3 118-098 118-137 118-237
S4 118-013 118-052 118-213
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% 0-147 0.4% 40% False False 680,128
10 119-140 118-037 1-103 1.1% 0-124 0.3% 53% False False 641,948
20 119-235 118-037 1-198 1.4% 0-128 0.3% 43% False False 740,665
40 119-300 118-037 1-263 1.5% 0-120 0.3% 38% False False 409,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-036
2.618 119-218
1.618 119-133
1.000 119-080
0.618 119-048
HIGH 118-315
0.618 118-283
0.500 118-272
0.382 118-262
LOW 118-230
0.618 118-177
1.000 118-145
1.618 118-092
2.618 118-007
4.250 117-189
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 118-272 119-025
PP 118-268 118-317
S1 118-264 118-288

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

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