ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 28-Jan-2015
Day Change Summary
Previous Current
27-Jan-2015 28-Jan-2015 Change Change % Previous Week
Open 120-172 120-182 0-010 0.0% 120-255
High 120-285 121-045 0-080 0.2% 121-010
Low 120-160 120-157 -0-003 0.0% 120-067
Close 120-182 121-010 0-148 0.4% 120-200
Range 0-125 0-208 0-083 66.4% 0-263
ATR 0-148 0-153 0-004 2.9% 0-000
Volume 574,486 812,787 238,301 41.5% 2,948,770
Daily Pivots for day following 28-Jan-2015
Classic Woodie Camarilla DeMark
R4 122-268 122-187 121-124
R3 122-060 121-299 121-067
R2 121-172 121-172 121-048
R1 121-091 121-091 121-029 121-132
PP 120-284 120-284 120-284 120-304
S1 120-203 120-203 120-311 120-244
S2 120-076 120-076 120-292
S3 119-188 119-315 120-273
S4 118-300 119-107 120-216
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
5 121-045 120-067 0-298 0.8% 0-158 0.4% 88% True False 665,148
10 121-152 120-067 1-085 1.0% 0-183 0.5% 65% False False 756,893
20 121-152 118-205 2-267 2.3% 0-154 0.4% 84% False False 682,044
40 121-152 118-082 3-070 2.7% 0-144 0.4% 86% False False 644,399
60 121-152 118-082 3-070 2.7% 0-123 0.3% 86% False False 480,355
80 121-152 117-200 3-272 3.2% 0-116 0.3% 88% False False 360,662
100 121-152 117-000 4-152 3.7% 0-093 0.2% 90% False False 288,536
120 121-152 117-000 4-152 3.7% 0-077 0.2% 90% False False 240,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-289
2.618 122-270
1.618 122-062
1.000 121-253
0.618 121-174
HIGH 121-045
0.618 120-286
0.500 120-261
0.382 120-236
LOW 120-157
0.618 120-028
1.000 119-269
1.618 119-140
2.618 118-252
4.250 117-233
Fisher Pivots for day following 28-Jan-2015
Pivot 1 day 3 day
R1 120-307 120-304
PP 120-284 120-277
S1 120-261 120-251

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

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