ECBOT 5 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 118-080 118-180 0-100 0.3% 118-120
High 118-080 118-180 0-100 0.3% 118-120
Low 118-080 118-180 0-100 0.3% 118-010
Close 118-080 118-180 0-100 0.3% 118-010
Range
ATR 0-077 0-079 0-002 2.1% 0-000
Volume 209 209 0 0.0% 1,045
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 118-180 118-180 118-180
R3 118-180 118-180 118-180
R2 118-180 118-180 118-180
R1 118-180 118-180 118-180 118-180
PP 118-180 118-180 118-180 118-180
S1 118-180 118-180 118-180 118-180
S2 118-180 118-180 118-180
S3 118-180 118-180 118-180
S4 118-180 118-180 118-180
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% 81% False False 209
10 118-240 118-010 0-230 0.6% 0-000 0.0% 74% False False 209
20 118-240 117-260 0-300 0.8% 0-000 0.0% 80% False False 209
40 119-090 117-260 1-150 1.2% 0-000 0.0% 51% 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
4.250 118-180
2.618 118-180
1.618 118-180
1.000 118-180
0.618 118-180
HIGH 118-180
0.618 118-180
0.500 118-180
0.382 118-180
LOW 118-180
0.618 118-180
1.000 118-180
1.618 118-180
2.618 118-180
4.250 118-180
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 118-180 118-167
PP 118-180 118-153
S1 118-180 118-140

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

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