ECBOT 5 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 119-132 118-300 -0-152 -0.4% 119-290
High 119-145 119-085 -0-060 -0.2% 120-017
Low 118-282 118-285 0-003 0.0% 119-020
Close 119-000 119-065 0-065 0.2% 119-037
Range 0-183 0-120 -0-063 -34.4% 0-317
ATR 0-153 0-150 -0-002 -1.5% 0-000
Volume 631,817 497,427 -134,390 -21.3% 3,172,187
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 120-078 120-032 119-131
R3 119-278 119-232 119-098
R2 119-158 119-158 119-087
R1 119-112 119-112 119-076 119-135
PP 119-038 119-038 119-038 119-050
S1 118-312 118-312 119-054 119-015
S2 118-238 118-238 119-043
S3 118-118 118-192 119-032
S4 117-318 118-072 118-319
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% 0-149 0.4% 27% False False 592,360
10 120-017 118-227 1-110 1.1% 0-159 0.4% 37% False False 634,853
20 120-017 118-127 1-210 1.4% 0-146 0.4% 49% False False 633,749
40 120-017 118-037 1-300 1.6% 0-137 0.4% 56% False False 628,878
60 120-050 118-037 2-013 1.7% 0-117 0.3% 53% False False 420,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-275
2.618 120-079
1.618 119-279
1.000 119-205
0.618 119-159
HIGH 119-085
0.618 119-039
0.500 119-025
0.382 119-011
LOW 118-285
0.618 118-211
1.000 118-165
1.618 118-091
2.618 117-291
4.250 117-095
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 119-052 119-071
PP 119-038 119-069
S1 119-025 119-067

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

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