ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 118-315 118-282 -0-033 -0.1% 119-095
High 119-002 118-302 -0-020 -0.1% 119-102
Low 118-227 118-185 -0-042 -0.1% 118-185
Close 118-292 118-207 -0-085 -0.2% 118-207
Range 0-095 0-117 0-022 23.2% 0-237
ATR 0-124 0-123 0-000 -0.4% 0-000
Volume 574,788 483,458 -91,330 -15.9% 2,610,387
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-262 119-192 118-271
R3 119-145 119-075 118-239
R2 119-028 119-028 118-228
R1 118-278 118-278 118-218 118-254
PP 118-231 118-231 118-231 118-220
S1 118-161 118-161 118-196 118-138
S2 118-114 118-114 118-186
S3 117-317 118-044 118-175
S4 117-200 117-247 118-143
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 121-022 120-192 119-017
R3 120-105 119-275 118-272
R2 119-188 119-188 118-250
R1 119-038 119-038 118-229 118-314
PP 118-271 118-271 118-271 118-250
S1 118-121 118-121 118-185 118-078
S2 118-034 118-034 118-164
S3 117-117 117-204 118-142
S4 116-200 116-287 118-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-102 118-185 0-237 0.6% 0-103 0.3% 9% False True 522,077
10 119-140 118-127 1-013 0.9% 0-123 0.3% 24% False False 597,071
20 119-232 118-037 1-195 1.4% 0-131 0.3% 33% False False 664,662
40 119-235 118-037 1-198 1.4% 0-120 0.3% 33% False False 449,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-159
2.618 119-288
1.618 119-171
1.000 119-099
0.618 119-054
HIGH 118-302
0.618 118-257
0.500 118-244
0.382 118-230
LOW 118-185
0.618 118-113
1.000 118-068
1.618 117-316
2.618 117-199
4.250 117-008
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 118-244 118-255
PP 118-231 118-239
S1 118-219 118-223

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.