ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 120-140 120-240 0-100 0.3% 120-255
High 120-267 120-275 0-008 0.0% 121-010
Low 120-127 120-137 0-010 0.0% 120-067
Close 120-200 120-152 -0-048 -0.1% 120-200
Range 0-140 0-138 -0-002 -1.4% 0-263
ATR 0-150 0-150 -0-001 -0.6% 0-000
Volume 574,079 522,963 -51,116 -8.9% 2,948,770
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-282 121-195 120-228
R3 121-144 121-057 120-190
R2 121-006 121-006 120-177
R1 120-239 120-239 120-165 120-214
PP 120-188 120-188 120-188 120-175
S1 120-101 120-101 120-139 120-076
S2 120-050 120-050 120-127
S3 119-232 119-283 120-114
S4 119-094 119-145 120-076
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
5 121-010 120-067 0-263 0.7% 0-141 0.4% 32% False False 694,346
10 121-152 119-315 1-157 1.2% 0-172 0.4% 33% False False 751,392
20 121-152 118-115 3-037 2.6% 0-145 0.4% 68% False False 628,551
40 121-152 118-082 3-070 2.7% 0-140 0.4% 69% False False 640,818
60 121-152 118-082 3-070 2.7% 0-122 0.3% 69% False False 457,282
80 121-152 117-200 3-272 3.2% 0-112 0.3% 74% False False 343,322
100 121-152 117-000 4-152 3.7% 0-089 0.2% 78% False False 274,664
120 121-152 117-000 4-152 3.7% 0-074 0.2% 78% False False 228,892
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-222
2.618 121-316
1.618 121-178
1.000 121-093
0.618 121-040
HIGH 120-275
0.618 120-222
0.500 120-206
0.382 120-190
LOW 120-137
0.618 120-052
1.000 119-319
1.618 119-234
2.618 119-096
4.250 118-190
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 120-206 120-171
PP 120-188 120-165
S1 120-170 120-158

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

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