ECBOT 5 Year T-Note Future December 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 118-110 118-130 0-020 0.1% 119-010
High 118-110 118-170 0-060 0.2% 119-120
Low 118-110 118-130 0-020 0.1% 118-160
Close 118-110 118-170 0-060 0.2% 118-160
Range 0-000 0-040 0-040 0-280
ATR 0-086 0-084 -0-002 -2.1% 0-000
Volume 209 485 276 132.1% 1,045
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 118-277 118-263 118-192
R3 118-237 118-223 118-181
R2 118-197 118-197 118-177
R1 118-183 118-183 118-174 118-190
PP 118-157 118-157 118-157 118-160
S1 118-143 118-143 118-166 118-150
S2 118-117 118-117 118-163
S3 118-077 118-103 118-159
S4 118-037 118-063 118-148
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 121-133 120-267 118-314
R3 120-173 119-307 118-237
R2 119-213 119-213 118-211
R1 119-027 119-027 118-186 118-300
PP 118-253 118-253 118-253 118-230
S1 118-067 118-067 118-134 118-020
S2 117-293 117-293 118-109
S3 117-013 117-107 118-083
S4 116-053 116-147 118-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-120 118-110 1-010 0.9% 0-008 0.0% 18% False False 264
10 119-120 118-080 1-040 0.9% 0-004 0.0% 25% False False 236
20 119-120 118-010 1-110 1.1% 0-002 0.0% 37% False False 222
40 119-120 117-260 1-180 1.3% 0-001 0.0% 46% False False 215
60 119-220 117-260 1-280 1.6% 0-001 0.0% 38% False False 213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 119-020
2.618 118-275
1.618 118-235
1.000 118-210
0.618 118-195
HIGH 118-170
0.618 118-155
0.500 118-150
0.382 118-145
LOW 118-130
0.618 118-105
1.000 118-090
1.618 118-065
2.618 118-025
4.250 117-280
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 118-163 118-160
PP 118-157 118-150
S1 118-150 118-140

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

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