ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 119-240 119-235 -0-005 0.0% 118-125
High 119-282 119-250 -0-032 -0.1% 119-060
Low 119-175 119-187 0-012 0.0% 118-120
Close 119-255 119-225 -0-030 -0.1% 119-030
Range 0-107 0-063 -0-044 -41.1% 0-260
ATR 0-125 0-121 -0-004 -3.3% 0-000
Volume 855,620 599,547 -256,073 -29.9% 1,160,530
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-090 120-060 119-260
R3 120-027 119-317 119-242
R2 119-284 119-284 119-237
R1 119-254 119-254 119-231 119-238
PP 119-221 119-221 119-221 119-212
S1 119-191 119-191 119-219 119-174
S2 119-158 119-158 119-213
S3 119-095 119-128 119-208
S4 119-032 119-065 119-190
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
5 120-035 118-215 1-140 1.2% 0-142 0.4% 72% False False 688,151
10 120-035 118-082 1-273 1.5% 0-107 0.3% 78% False False 439,551
20 120-035 118-082 1-273 1.5% 0-131 0.3% 78% False False 554,024
40 120-035 118-082 1-273 1.5% 0-113 0.3% 78% False False 475,901
60 121-010 118-082 2-248 2.3% 0-111 0.3% 52% False False 318,162
80 121-010 117-000 4-010 3.4% 0-088 0.2% 67% False False 238,679
100 121-010 117-000 4-010 3.4% 0-070 0.2% 67% False False 190,950
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-198
2.618 120-095
1.618 120-032
1.000 119-313
0.618 119-289
HIGH 119-250
0.618 119-226
0.500 119-218
0.382 119-211
LOW 119-187
0.618 119-148
1.000 119-124
1.618 119-085
2.618 119-022
4.250 118-239
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 119-223 119-224
PP 119-221 119-223
S1 119-218 119-222

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

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