ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 118-240 119-000 0-080 0.2% 118-140
High 118-240 119-000 0-080 0.2% 119-060
Low 118-240 119-000 0-080 0.2% 118-140
Close 118-240 119-000 0-080 0.2% 119-060
Range
ATR 0-065 0-066 0-001 1.6% 0-000
Volume 209 209 0 0.0% 1,045
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 119-000 119-000 119-000
R3 119-000 119-000 119-000
R2 119-000 119-000 119-000
R1 119-000 119-000 119-000 119-000
PP 119-000 119-000 119-000 119-000
S1 119-000 119-000 119-000 119-000
S2 119-000 119-000 119-000
S3 119-000 119-000 119-000
S4 119-000 119-000 119-000
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 121-060 120-300 119-192
R3 120-140 120-060 119-126
R2 119-220 119-220 119-104
R1 119-140 119-140 119-082 119-180
PP 118-300 118-300 118-300 119-000
S1 118-220 118-220 119-038 118-260
S2 118-060 118-060 119-016
S3 117-140 117-300 118-314
S4 116-220 117-060 118-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-060 118-180 0-200 0.5% 0-000 0.0% 70% False False 209
10 119-060 118-140 0-240 0.6% 0-000 0.0% 75% False False 209
20 119-220 118-140 1-080 1.1% 0-000 0.0% 45% False False 209
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0-000
Fibonacci Retracements and Extensions
4.250 119-000
2.618 119-000
1.618 119-000
1.000 119-000
0.618 119-000
HIGH 119-000
0.618 119-000
0.500 119-000
0.382 119-000
LOW 119-000
0.618 119-000
1.000 119-000
1.618 119-000
2.618 119-000
4.250 119-000
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 119-000 118-297
PP 119-000 118-273
S1 119-000 118-250

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

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