ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 121-110 120-255 -0-175 -0.5% 120-037
High 121-152 121-010 -0-142 -0.4% 121-152
Low 120-237 120-212 -0-025 -0.1% 119-315
Close 120-255 120-240 -0-015 0.0% 120-255
Range 0-235 0-118 -0-117 -49.8% 1-157
ATR 0-152 0-149 -0-002 -1.6% 0-000
Volume 865,687 624,403 -241,284 -27.9% 4,042,189
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-295 121-225 120-305
R3 121-177 121-107 120-272
R2 121-059 121-059 120-262
R1 120-309 120-309 120-251 120-285
PP 120-261 120-261 120-261 120-248
S1 120-191 120-191 120-229 120-167
S2 120-143 120-143 120-218
S3 120-025 120-073 120-208
S4 119-227 119-275 120-175
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
5 121-152 120-050 1-102 1.1% 0-206 0.5% 45% False False 822,407
10 121-152 119-090 2-062 1.8% 0-176 0.5% 67% False False 801,333
20 121-152 118-082 3-070 2.7% 0-134 0.3% 77% False False 554,086
40 121-152 118-082 3-070 2.7% 0-133 0.3% 77% False False 612,125
60 121-152 118-082 3-070 2.7% 0-118 0.3% 77% False False 409,937
80 121-152 117-100 4-052 3.4% 0-104 0.3% 83% False False 307,732
100 121-152 117-000 4-152 3.7% 0-083 0.2% 84% False False 246,192
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-192
2.618 121-319
1.618 121-201
1.000 121-128
0.618 121-083
HIGH 121-010
0.618 120-285
0.500 120-271
0.382 120-257
LOW 120-212
0.618 120-139
1.000 120-094
1.618 120-021
2.618 119-223
4.250 119-030
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 120-271 120-298
PP 120-261 120-279
S1 120-250 120-260

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

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