ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 120-255 120-250 -0-005 0.0% 120-037
High 121-010 120-282 -0-048 -0.1% 121-152
Low 120-212 120-150 -0-062 -0.2% 119-315
Close 120-240 120-175 -0-065 -0.2% 120-255
Range 0-118 0-132 0-014 11.9% 1-157
ATR 0-149 0-148 -0-001 -0.8% 0-000
Volume 624,403 908,860 284,457 45.6% 4,042,189
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-278 121-199 120-248
R3 121-146 121-067 120-211
R2 121-014 121-014 120-199
R1 120-255 120-255 120-187 120-228
PP 120-202 120-202 120-202 120-189
S1 120-123 120-123 120-163 120-096
S2 120-070 120-070 120-151
S3 119-258 119-311 120-139
S4 119-126 119-179 120-102
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
5 121-152 120-120 1-032 0.9% 0-208 0.5% 16% False False 848,637
10 121-152 119-175 1-297 1.6% 0-162 0.4% 52% False False 788,843
20 121-152 118-082 3-070 2.7% 0-137 0.4% 71% False False 576,484
40 121-152 118-082 3-070 2.7% 0-134 0.3% 71% False False 631,626
60 121-152 118-082 3-070 2.7% 0-118 0.3% 71% False False 425,057
80 121-152 117-100 4-052 3.5% 0-106 0.3% 78% False False 319,092
100 121-152 117-000 4-152 3.7% 0-085 0.2% 79% False False 255,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-203
2.618 121-308
1.618 121-176
1.000 121-094
0.618 121-044
HIGH 120-282
0.618 120-232
0.500 120-216
0.382 120-200
LOW 120-150
0.618 120-068
1.000 120-018
1.618 119-256
2.618 119-124
4.250 118-229
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 120-216 120-311
PP 120-202 120-266
S1 120-189 120-220

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

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