ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 119-027 119-095 0-068 0.2% 118-125
High 119-110 120-035 0-245 0.6% 119-060
Low 119-000 119-090 0-090 0.2% 118-120
Close 119-100 119-222 0-122 0.3% 119-030
Range 0-110 0-265 0-155 140.9% 0-260
ATR 0-116 0-126 0-011 9.2% 0-000
Volume 472,789 1,033,757 560,968 118.7% 1,160,530
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-057 121-245 120-048
R3 121-112 120-300 119-295
R2 120-167 120-167 119-271
R1 120-035 120-035 119-246 120-101
PP 119-222 119-222 119-222 119-256
S1 119-090 119-090 119-198 119-156
S2 118-277 118-277 119-173
S3 118-012 118-145 119-149
S4 117-067 117-200 119-076
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-103 121-007 119-173
R3 120-163 120-067 119-102
R2 119-223 119-223 119-078
R1 119-127 119-127 119-054 119-175
PP 118-283 118-283 118-283 118-308
S1 118-187 118-187 119-006 118-235
S2 118-023 118-023 118-302
S3 117-083 117-247 118-278
S4 116-143 116-307 118-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-035 118-205 1-150 1.2% 0-135 0.4% 72% True False 485,341
10 120-035 118-082 1-273 1.5% 0-112 0.3% 78% True False 364,124
20 120-035 118-082 1-273 1.5% 0-137 0.4% 78% True False 549,521
40 120-035 118-082 1-273 1.5% 0-116 0.3% 78% True False 439,937
60 121-010 118-082 2-248 2.3% 0-110 0.3% 52% False False 293,955
80 121-010 117-000 4-010 3.4% 0-086 0.2% 67% False False 220,491
100 121-010 117-000 4-010 3.4% 0-068 0.2% 67% False False 176,399
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 0-020
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 123-201
2.618 122-089
1.618 121-144
1.000 120-300
0.618 120-199
HIGH 120-035
0.618 119-254
0.500 119-222
0.382 119-191
LOW 119-090
0.618 118-246
1.000 118-145
1.618 117-301
2.618 117-036
4.250 115-244
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 119-222 119-190
PP 119-222 119-157
S1 119-222 119-125

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.