ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 120-092 120-127 0-035 0.1% 119-027
High 120-175 121-007 0-152 0.4% 120-060
Low 120-050 120-120 0-070 0.2% 119-000
Close 120-140 120-235 0-095 0.2% 119-315
Range 0-125 0-207 0-082 65.6% 1-060
ATR 0-124 0-130 0-006 4.8% 0-000
Volume 777,709 913,125 135,416 17.4% 3,819,527
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-208 122-109 121-029
R3 122-001 121-222 120-292
R2 121-114 121-114 120-273
R1 121-015 121-015 120-254 121-064
PP 120-227 120-227 120-227 120-252
S1 120-128 120-128 120-216 120-178
S2 120-020 120-020 120-197
S3 119-133 119-241 120-178
S4 118-246 119-034 120-121
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 123-092 122-263 120-204
R3 122-032 121-203 120-100
R2 120-292 120-292 120-065
R1 120-143 120-143 120-030 120-218
PP 119-232 119-232 119-232 119-269
S1 119-083 119-083 119-280 119-158
S2 118-172 118-172 119-245
S3 117-112 118-023 119-210
S4 116-052 116-283 119-106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-007 119-187 1-140 1.2% 0-137 0.4% 80% True False 740,549
10 121-007 118-215 2-112 1.9% 0-139 0.4% 88% True False 675,220
20 121-007 118-082 2-245 2.3% 0-130 0.3% 90% True False 564,321
40 121-007 118-082 2-245 2.3% 0-122 0.3% 90% True False 552,724
60 121-007 118-082 2-245 2.3% 0-109 0.3% 90% True False 369,733
80 121-010 117-080 3-250 3.1% 0-095 0.2% 92% False False 277,468
100 121-010 117-000 4-010 3.3% 0-076 0.2% 93% False False 221,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 123-247
2.618 122-229
1.618 122-022
1.000 121-214
0.618 121-135
HIGH 121-007
0.618 120-248
0.500 120-224
0.382 120-199
LOW 120-120
0.618 119-312
1.000 119-233
1.618 119-105
2.618 118-218
4.250 117-200
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 120-231 120-210
PP 120-227 120-186
S1 120-224 120-161

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

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