ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 119-160 119-130 -0-030 -0.1% 119-160
High 119-160 119-130 -0-030 -0.1% 119-220
Low 119-020 119-050 0-030 0.1% 119-020
Close 119-050 119-060 0-010 0.0% 119-060
Range 0-140 0-080 -0-060 -42.9% 0-200
ATR 0-114 0-112 -0-002 -2.1% 0-000
Volume 1,643 847 -796 -48.4% 11,438
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-000 119-270 119-104
R3 119-240 119-190 119-082
R2 119-160 119-160 119-075
R1 119-110 119-110 119-067 119-095
PP 119-080 119-080 119-080 119-072
S1 119-030 119-030 119-053 119-015
S2 119-000 119-000 119-045
S3 118-240 118-270 119-038
S4 118-160 118-190 119-016
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-060 120-260 119-170
R3 120-180 120-060 119-115
R2 119-300 119-300 119-097
R1 119-180 119-180 119-078 119-140
PP 119-100 119-100 119-100 119-080
S1 118-300 118-300 119-042 118-260
S2 118-220 118-220 119-023
S3 118-020 118-100 119-005
S4 117-140 117-220 118-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-220 119-020 0-200 0.5% 0-084 0.2% 20% False False 2,287
10 121-010 119-020 1-310 1.7% 0-114 0.3% 6% False False 2,083
20 121-010 117-130 3-200 3.0% 0-074 0.2% 49% False False 1,236
40 121-010 117-000 4-010 3.4% 0-037 0.1% 54% False False 635
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-150
2.618 120-019
1.618 119-259
1.000 119-210
0.618 119-179
HIGH 119-130
0.618 119-099
0.500 119-090
0.382 119-081
LOW 119-050
0.618 119-001
1.000 118-290
1.618 118-241
2.618 118-161
4.250 118-030
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 119-090 119-090
PP 119-080 119-080
S1 119-070 119-070

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

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