ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 118-100 118-230 0-130 0.3% 117-150
High 118-180 118-260 0-080 0.2% 117-290
Low 118-050 118-170 0-120 0.3% 117-130
Close 118-180 118-190 0-010 0.0% 117-200
Range 0-130 0-090 -0-040 -30.8% 0-160
ATR 0-065 0-067 0-002 2.7% 0-000
Volume 922 614 -308 -33.4% 74
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-157 119-103 118-240
R3 119-067 119-013 118-215
R2 118-297 118-297 118-206
R1 118-243 118-243 118-198 118-225
PP 118-207 118-207 118-207 118-198
S1 118-153 118-153 118-182 118-135
S2 118-117 118-117 118-174
S3 118-027 118-063 118-165
S4 117-257 117-293 118-140
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-047 118-283 117-288
R3 118-207 118-123 117-244
R2 118-047 118-047 117-229
R1 117-283 117-283 117-215 118-005
PP 117-207 117-207 117-207 117-228
S1 117-123 117-123 117-185 117-165
S2 117-047 117-047 117-171
S3 116-207 116-283 117-156
S4 116-047 116-123 117-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-260 117-200 1-060 1.0% 0-052 0.1% 82% True False 308
10 118-260 117-100 1-160 1.3% 0-026 0.1% 85% True False 164
20 118-260 117-000 1-260 1.5% 0-013 0.0% 88% True False 99
40 118-260 117-000 1-260 1.5% 0-006 0.0% 88% True False 66
Crabel Price Patterns
NR True
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-002
2.618 119-176
1.618 119-086
1.000 119-030
0.618 118-316
HIGH 118-260
0.618 118-226
0.500 118-215
0.382 118-204
LOW 118-170
0.618 118-114
1.000 118-080
1.618 118-024
2.618 117-254
4.250 117-108
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 118-215 118-177
PP 118-207 118-163
S1 118-198 118-150

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

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