ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 119-220 119-120 -0-100 -0.3% 119-060
High 119-220 119-140 -0-080 -0.2% 121-010
Low 119-150 119-100 -0-050 -0.1% 119-040
Close 119-190 119-130 -0-060 -0.2% 119-150
Range 0-070 0-040 -0-030 -42.9% 1-290
ATR 0-114 0-112 -0-002 -1.5% 0-000
Volume 5,226 1,987 -3,239 -62.0% 9,397
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-243 119-227 119-152
R3 119-203 119-187 119-141
R2 119-163 119-163 119-137
R1 119-147 119-147 119-134 119-155
PP 119-123 119-123 119-123 119-128
S1 119-107 119-107 119-126 119-115
S2 119-083 119-083 119-123
S3 119-043 119-067 119-119
S4 119-003 119-027 119-108
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 125-190 124-140 120-166
R3 123-220 122-170 119-318
R2 121-250 121-250 119-262
R1 120-200 120-200 119-206 121-065
PP 119-280 119-280 119-280 120-052
S1 118-230 118-230 119-094 119-095
S2 117-310 117-310 119-038
S3 116-020 116-260 118-302
S4 114-050 114-290 118-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-170 119-100 1-070 1.0% 0-112 0.3% 8% False True 3,328
10 121-010 118-140 2-190 2.2% 0-110 0.3% 37% False False 2,124
20 121-010 117-100 3-230 3.1% 0-064 0.2% 56% False False 1,115
40 121-010 117-000 4-010 3.4% 0-032 0.1% 60% False False 574
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-310
2.618 119-245
1.618 119-205
1.000 119-180
0.618 119-165
HIGH 119-140
0.618 119-125
0.500 119-120
0.382 119-115
LOW 119-100
0.618 119-075
1.000 119-060
1.618 119-035
2.618 118-315
4.250 118-250
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 119-127 119-160
PP 119-123 119-150
S1 119-120 119-140

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

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