ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	118-257	118-315	0-058	0.2%	118-180
High	119-005	119-002	-0-003	0.0%	119-140
Low	118-232	118-227	-0-005	0.0%	118-127
Close	118-315	118-292	-0-023	-0.1%	119-117
Range	0-093	0-095	0-002	2.2%	1-013
ATR	0-126	0-124	-0-002	-1.8%	0-000
Volume	518,140	574,788	56,648	10.9%	3,360,330

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-245	119-204	119-024
R3	119-150	119-109	118-318
R2	119-055	119-055	118-309
R1	119-014	119-014	118-301	118-307
PP	118-280	118-280	118-280	118-267
S1	118-239	118-239	118-283	118-212
S2	118-185	118-185	118-275
S3	118-090	118-144	118-266
S4	117-315	118-049	118-240

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	118-227	0-233	0.6%	0-103	0.3%	28%	False	True	534,313
10	119-140	118-122	1-018	0.9%	0-122	0.3%	50%	False	False	616,152
20	119-235	118-037	1-198	1.4%	0-130	0.3%	49%	False	False	677,778
40	119-235	118-037	1-198	1.4%	0-120	0.3%	49%	False	False	437,102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-086
2.618	119-251
1.618	119-156
1.000	119-097
0.618	119-061
HIGH	119-002
0.618	118-286
0.500	118-274
0.382	118-263
LOW	118-227
0.618	118-168
1.000	118-132
1.618	118-073
2.618	117-298
4.250	117-143

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	118-286	118-287
PP	118-280	118-281
S1	118-274	118-276

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