ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 120-205 121-110 0-225 0.6% 120-037
High 121-152 121-152 0-000 0.0% 121-152
Low 120-125 120-237 0-112 0.3% 119-315
Close 121-040 120-255 -0-105 -0.3% 120-255
Range 1-027 0-235 -0-112 -32.3% 1-157
ATR 0-145 0-152 0-006 4.4% 0-000
Volume 931,114 865,687 -65,427 -7.0% 4,042,189
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 123-066 122-236 121-064
R3 122-151 122-001 121-000
R2 121-236 121-236 120-298
R1 121-086 121-086 120-277 121-044
PP 121-001 121-001 121-001 120-300
S1 120-171 120-171 120-233 120-128
S2 120-086 120-086 120-212
S3 119-171 119-256 120-190
S4 118-256 119-021 120-126
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 125-072 124-160 121-197
R3 123-235 123-003 121-066
R2 122-078 122-078 121-022
R1 121-166 121-166 120-299 121-282
PP 120-241 120-241 120-241 120-298
S1 120-009 120-009 120-211 120-125
S2 119-084 119-084 120-168
S3 117-247 118-172 120-124
S4 116-090 117-015 119-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-152 119-315 1-157 1.2% 0-204 0.5% 55% True False 808,437
10 121-152 119-000 2-152 2.0% 0-175 0.5% 73% True False 786,171
20 121-152 118-082 3-070 2.7% 0-136 0.4% 79% True False 561,757
40 121-152 118-082 3-070 2.7% 0-133 0.3% 79% True False 597,115
60 121-152 118-082 3-070 2.7% 0-117 0.3% 79% True False 399,563
80 121-152 117-080 4-072 3.5% 0-103 0.3% 84% True False 299,927
100 121-152 117-000 4-152 3.7% 0-082 0.2% 85% True False 239,948
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-191
2.618 123-127
1.618 122-212
1.000 122-067
0.618 121-297
HIGH 121-152
0.618 121-062
0.500 121-034
0.382 121-007
LOW 120-237
0.618 120-092
1.000 120-002
1.618 119-177
2.618 118-262
4.250 117-198
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 121-034 120-296
PP 121-001 120-282
S1 120-288 120-269

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

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