ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 120-165 120-140 -0-025 -0.1% 120-255
High 120-245 120-267 0-022 0.1% 121-010
Low 120-067 120-127 0-060 0.2% 120-067
Close 120-115 120-200 0-085 0.2% 120-200
Range 0-178 0-140 -0-038 -21.3% 0-263
ATR 0-150 0-150 0-000 0.1% 0-000
Volume 841,428 574,079 -267,349 -31.8% 2,948,770
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-298 121-229 120-277
R3 121-158 121-089 120-238
R2 121-018 121-018 120-226
R1 120-269 120-269 120-213 120-304
PP 120-198 120-198 120-198 120-215
S1 120-129 120-129 120-187 120-164
S2 120-058 120-058 120-174
S3 119-238 119-309 120-162
S4 119-098 119-169 120-123
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 123-028 122-217 121-025
R3 122-085 121-274 120-272
R2 121-142 121-142 120-248
R1 121-011 121-011 120-224 120-265
PP 120-199 120-199 120-199 120-166
S1 120-068 120-068 120-176 120-002
S2 119-256 119-256 120-152
S3 118-313 119-125 120-128
S4 118-050 118-182 120-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-152 120-067 1-085 1.0% 0-161 0.4% 33% False False 762,891
10 121-152 119-197 1-275 1.5% 0-177 0.5% 54% False False 784,877
20 121-152 118-082 3-070 2.7% 0-142 0.4% 74% False False 612,214
40 121-152 118-082 3-070 2.7% 0-138 0.4% 74% False False 657,353
60 121-152 118-082 3-070 2.7% 0-121 0.3% 74% False False 448,567
80 121-152 117-130 4-022 3.4% 0-110 0.3% 79% False False 336,785
100 121-152 117-000 4-152 3.7% 0-088 0.2% 81% False False 269,435
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-222
2.618 121-314
1.618 121-174
1.000 121-087
0.618 121-034
HIGH 120-267
0.618 120-214
0.500 120-197
0.382 120-180
LOW 120-127
0.618 120-040
1.000 119-307
1.618 119-220
2.618 119-080
4.250 118-172
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 120-199 120-192
PP 120-198 120-183
S1 120-197 120-174

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

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