ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 120-182 121-007 0-145 0.4% 120-255
High 121-045 121-025 -0-020 -0.1% 121-010
Low 120-157 120-230 0-073 0.2% 120-067
Close 121-010 120-282 -0-048 -0.1% 120-200
Range 0-208 0-115 -0-093 -44.7% 0-263
ATR 0-153 0-150 -0-003 -1.8% 0-000
Volume 812,787 657,231 -155,556 -19.1% 2,948,770
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-311 121-251 121-025
R3 121-196 121-136 120-314
R2 121-081 121-081 120-303
R1 121-021 121-021 120-293 120-314
PP 120-286 120-286 120-286 120-272
S1 120-226 120-226 120-271 120-198
S2 120-171 120-171 120-261
S3 120-056 120-111 120-250
S4 119-261 119-316 120-219
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
5 121-045 120-127 0-238 0.6% 0-145 0.4% 65% False False 628,309
10 121-152 120-067 1-085 1.0% 0-174 0.4% 53% False False 731,303
20 121-152 118-215 2-257 2.3% 0-156 0.4% 79% False False 703,262
40 121-152 118-082 3-070 2.7% 0-143 0.4% 82% False False 641,774
60 121-152 118-082 3-070 2.7% 0-125 0.3% 82% False False 491,277
80 121-152 117-280 3-192 3.0% 0-117 0.3% 84% False False 368,878
100 121-152 117-000 4-152 3.7% 0-094 0.2% 87% False False 295,108
120 121-152 117-000 4-152 3.7% 0-078 0.2% 87% False False 245,929
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 122-194
2.618 122-006
1.618 121-211
1.000 121-140
0.618 121-096
HIGH 121-025
0.618 120-301
0.500 120-288
0.382 120-274
LOW 120-230
0.618 120-159
1.000 120-115
1.618 120-044
2.618 119-249
4.250 119-061
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 120-288 120-275
PP 120-286 120-268
S1 120-284 120-261

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.