ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 118-010 118-220 0-210 0.6% 118-120
High 118-010 118-220 0-210 0.6% 118-120
Low 118-010 118-220 0-210 0.6% 118-010
Close 118-010 118-220 0-210 0.6% 118-010
Range
ATR 0-068 0-078 0-010 14.8% 0-000
Volume 209 209 0 0.0% 1,045
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 118-220 118-220 118-220
R3 118-220 118-220 118-220
R2 118-220 118-220 118-220
R1 118-220 118-220 118-220 118-220
PP 118-220 118-220 118-220 118-220
S1 118-220 118-220 118-220 118-220
S2 118-220 118-220 118-220
S3 118-220 118-220 118-220
S4 118-220 118-220 118-220
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 119-057 118-303 118-070
R3 118-267 118-193 118-040
R2 118-157 118-157 118-030
R1 118-083 118-083 118-020 118-065
PP 118-047 118-047 118-047 118-038
S1 117-293 117-293 118-000 117-275
S2 117-257 117-257 117-310
S3 117-147 117-183 117-300
S4 117-037 117-073 117-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-220 118-010 0-210 0.6% 0-000 0.0% 100% True False 209
10 118-240 118-010 0-230 0.6% 0-000 0.0% 91% False False 209
20 118-240 117-260 0-300 0.8% 0-000 0.0% 93% False False 209
40 119-090 117-260 1-150 1.2% 0-000 0.0% 60% 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
4.250 118-220
2.618 118-220
1.618 118-220
1.000 118-220
0.618 118-220
HIGH 118-220
0.618 118-220
0.500 118-220
0.382 118-220
LOW 118-220
0.618 118-220
1.000 118-220
1.618 118-220
2.618 118-220
4.250 118-220
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 118-220 118-185
PP 118-220 118-150
S1 118-220 118-115

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

View Archives - Comment on this page... - Back to Index of Symbols