ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 118-290 119-030 0-060 0.2% 118-270
High 118-290 119-030 0-060 0.2% 119-000
Low 118-290 119-030 0-060 0.2% 118-180
Close 118-290 119-030 0-060 0.2% 118-200
Range
ATR 0-068 0-067 -0-001 -0.8% 0-000
Volume 209 209 0 0.0% 1,045
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 119-030 119-030 119-030
R3 119-030 119-030 119-030
R2 119-030 119-030 119-030
R1 119-030 119-030 119-030 119-030
PP 119-030 119-030 119-030 119-030
S1 119-030 119-030 119-030 119-030
S2 119-030 119-030 119-030
S3 119-030 119-030 119-030
S4 119-030 119-030 119-030
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 120-013 119-247 118-277
R3 119-193 119-107 118-238
R2 119-053 119-053 118-226
R1 118-287 118-287 118-213 118-260
PP 118-233 118-233 118-233 118-220
S1 118-147 118-147 118-187 118-120
S2 118-093 118-093 118-174
S3 117-273 118-007 118-162
S4 117-133 117-187 118-123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-030 118-200 0-150 0.4% 0-000 0.0% 100% True False 209
10 119-060 118-180 0-200 0.5% 0-000 0.0% 85% False False 209
20 119-060 118-140 0-240 0.6% 0-000 0.0% 88% 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
4.250 119-030
2.618 119-030
1.618 119-030
1.000 119-030
0.618 119-030
HIGH 119-030
0.618 119-030
0.500 119-030
0.382 119-030
LOW 119-030
0.618 119-030
1.000 119-030
1.618 119-030
2.618 119-030
4.250 119-030
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 119-030 119-020
PP 119-030 119-010
S1 119-030 119-000

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

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