ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 120-127 120-205 0-078 0.2% 119-027
High 121-007 121-152 0-145 0.4% 120-060
Low 120-120 120-125 0-005 0.0% 119-000
Close 120-235 121-040 0-125 0.3% 119-315
Range 0-207 1-027 0-140 67.6% 1-060
ATR 0-130 0-145 0-016 11.9% 0-000
Volume 913,125 931,114 17,989 2.0% 3,819,527
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 124-080 123-247 121-231
R3 123-053 122-220 121-135
R2 122-026 122-026 121-104
R1 121-193 121-193 121-072 121-270
PP 120-319 120-319 120-319 121-037
S1 120-166 120-166 121-008 120-242
S2 119-292 119-292 120-296
S3 118-265 119-139 120-265
S4 117-238 118-112 120-169
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
5 121-152 119-197 1-275 1.5% 0-193 0.5% 81% True False 806,863
10 121-152 118-215 2-257 2.3% 0-168 0.4% 88% True False 747,507
20 121-152 118-082 3-070 2.7% 0-135 0.3% 89% True False 570,792
40 121-152 118-082 3-070 2.7% 0-128 0.3% 89% True False 575,726
60 121-152 118-082 3-070 2.7% 0-114 0.3% 89% True False 385,222
80 121-152 117-080 4-072 3.5% 0-100 0.3% 92% True False 289,106
100 121-152 117-000 4-152 3.7% 0-080 0.2% 92% True False 231,292
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 0-034
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 126-027
2.618 124-100
1.618 123-073
1.000 122-179
0.618 122-046
HIGH 121-152
0.618 121-019
0.500 120-298
0.382 120-258
LOW 120-125
0.618 119-231
1.000 119-098
1.618 118-204
2.618 117-177
4.250 115-250
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 121-020 121-007
PP 120-319 120-294
S1 120-298 120-261

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

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