ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 16-Oct-2014
Day Change Summary
Previous Current
15-Oct-2014 16-Oct-2014 Change Change % Previous Week
Open 120-010 119-310 -0-020 -0.1% 117-280
High 121-010 120-170 -0-160 -0.4% 118-260
Low 119-310 119-190 -0-120 -0.3% 117-280
Close 120-000 119-220 -0-100 -0.3% 118-210
Range 1-020 0-300 -0-040 -11.8% 0-300
ATR 0-109 0-123 0-014 12.5% 0-000
Volume 478 3,508 3,030 633.9% 3,829
Daily Pivots for day following 16-Oct-2014
Classic Woodie Camarilla DeMark
R4 122-240 122-050 120-065
R3 121-260 121-070 119-302
R2 120-280 120-280 119-275
R1 120-090 120-090 119-248 120-035
PP 119-300 119-300 119-300 119-272
S1 119-110 119-110 119-192 119-055
S2 119-000 119-000 119-165
S3 118-020 118-130 119-138
S4 117-040 117-150 119-055
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-083 120-287 119-055
R3 120-103 119-307 118-292
R2 119-123 119-123 118-265
R1 119-007 119-007 118-238 119-065
PP 118-143 118-143 118-143 118-172
S1 118-027 118-027 118-182 118-085
S2 117-163 117-163 118-155
S3 116-183 117-047 118-128
S4 115-203 116-067 118-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 118-140 2-190 2.2% 0-150 0.4% 48% False False 1,500
10 121-010 117-200 3-130 2.8% 0-101 0.3% 61% False False 904
20 121-010 117-030 3-300 3.3% 0-050 0.1% 66% False False 465
40 121-010 117-000 4-010 3.4% 0-025 0.1% 67% False False 249
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-165
2.618 122-315
1.618 122-015
1.000 121-150
0.618 121-035
HIGH 120-170
0.618 120-055
0.500 120-020
0.382 119-305
LOW 119-190
0.618 119-005
1.000 118-210
1.618 118-025
2.618 117-045
4.250 115-195
Fisher Pivots for day following 16-Oct-2014
Pivot 1 day 3 day
R1 120-020 120-040
PP 119-300 119-313
S1 119-260 119-267

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

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