ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 119-177 119-132 -0-045 -0.1% 119-290
High 119-180 119-145 -0-035 -0.1% 120-017
Low 119-020 118-282 -0-058 -0.2% 119-020
Close 119-037 119-000 -0-037 -0.1% 119-037
Range 0-160 0-183 0-023 14.4% 0-317
ATR 0-150 0-153 0-002 1.6% 0-000
Volume 639,896 631,817 -8,079 -1.3% 3,172,187
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 120-265 120-155 119-101
R3 120-082 119-292 119-050
R2 119-219 119-219 119-034
R1 119-109 119-109 119-017 119-072
PP 119-036 119-036 119-036 119-017
S1 118-246 118-246 118-303 118-210
S2 118-173 118-173 118-286
S3 117-310 118-063 118-270
S4 117-127 117-200 118-219
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 122-122 121-237 119-211
R3 121-125 120-240 119-124
R2 120-128 120-128 119-095
R1 119-243 119-243 119-066 119-187
PP 119-131 119-131 119-131 119-104
S1 118-246 118-246 119-008 118-190
S2 118-134 118-134 118-299
S3 117-137 117-249 118-270
S4 116-140 116-252 118-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-017 118-282 1-055 1.0% 0-160 0.4% 10% False True 628,143
10 120-017 118-227 1-110 1.1% 0-168 0.4% 22% False False 673,366
20 120-017 118-127 1-210 1.4% 0-146 0.4% 36% False False 635,219
40 120-017 118-037 1-300 1.6% 0-136 0.4% 46% False False 616,694
60 120-070 118-037 2-033 1.8% 0-116 0.3% 42% False False 411,728
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-283
2.618 120-304
1.618 120-121
1.000 120-008
0.618 119-258
HIGH 119-145
0.618 119-075
0.500 119-054
0.382 119-032
LOW 118-282
0.618 118-169
1.000 118-099
1.618 117-306
2.618 117-123
4.250 116-144
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 119-054 119-150
PP 119-036 119-100
S1 119-018 119-050

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

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