ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 120-240 120-172 -0-068 -0.2% 120-255
High 120-275 120-285 0-010 0.0% 121-010
Low 120-137 120-160 0-023 0.1% 120-067
Close 120-152 120-182 0-030 0.1% 120-200
Range 0-138 0-125 -0-013 -9.4% 0-263
ATR 0-150 0-148 -0-001 -0.8% 0-000
Volume 522,963 574,486 51,523 9.9% 2,948,770
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-264 121-188 120-251
R3 121-139 121-063 120-216
R2 121-014 121-014 120-205
R1 120-258 120-258 120-193 120-296
PP 120-209 120-209 120-209 120-228
S1 120-133 120-133 120-171 120-171
S2 120-084 120-084 120-159
S3 119-279 120-008 120-148
S4 119-154 119-203 120-113
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
5 120-285 120-067 0-218 0.6% 0-143 0.4% 53% True False 684,363
10 121-152 120-050 1-102 1.1% 0-174 0.5% 31% False False 753,385
20 121-152 118-120 3-032 2.6% 0-149 0.4% 71% False False 653,423
40 121-152 118-082 3-070 2.7% 0-141 0.4% 72% False False 634,737
60 121-152 118-082 3-070 2.7% 0-121 0.3% 72% False False 466,842
80 121-152 117-200 3-272 3.2% 0-113 0.3% 76% False False 350,503
100 121-152 117-000 4-152 3.7% 0-091 0.2% 80% False False 280,408
120 121-152 117-000 4-152 3.7% 0-075 0.2% 80% False False 233,679
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 0-039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-176
2.618 121-292
1.618 121-167
1.000 121-090
0.618 121-042
HIGH 120-285
0.618 120-237
0.500 120-222
0.382 120-208
LOW 120-160
0.618 120-083
1.000 120-035
1.618 119-278
2.618 119-153
4.250 118-269
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 120-222 120-206
PP 120-209 120-198
S1 120-196 120-190

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

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