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

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