ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 119-302 119-245 -0-057 -0.1% 121-150
High 120-070 119-277 -0-113 -0.3% 121-162
Low 119-232 119-187 -0-045 -0.1% 119-265
Close 119-277 119-237 -0-040 -0.1% 119-310
Range 0-158 0-090 -0-068 -43.0% 1-217
ATR 0-173 0-167 -0-006 -3.4% 0-000
Volume 726,615 734,172 7,557 1.0% 3,875,278
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-184 120-140 119-286
R3 120-094 120-050 119-262
R2 120-004 120-004 119-254
R1 119-280 119-280 119-245 119-257
PP 119-234 119-234 119-234 119-222
S1 119-190 119-190 119-229 119-167
S2 119-144 119-144 119-220
S3 119-054 119-100 119-212
S4 118-284 119-010 119-188
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 125-150 124-127 120-285
R3 123-253 122-230 120-138
R2 122-036 122-036 120-088
R1 121-013 121-013 120-039 120-236
PP 120-139 120-139 120-139 120-090
S1 119-116 119-116 119-261 119-019
S2 118-242 118-242 119-212
S3 117-025 117-219 119-162
S4 115-128 116-002 119-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-067 119-187 1-200 1.4% 0-200 0.5% 10% False True 801,006
10 121-165 119-187 1-298 1.6% 0-183 0.5% 8% False True 768,257
20 121-165 119-187 1-298 1.6% 0-179 0.5% 8% False True 760,821
40 121-165 118-082 3-083 2.7% 0-154 0.4% 46% False False 657,561
60 121-165 118-082 3-083 2.7% 0-138 0.4% 46% False False 594,194
80 121-165 118-082 3-083 2.7% 0-127 0.3% 46% False False 446,466
100 121-165 117-000 4-165 3.8% 0-109 0.3% 61% False False 357,231
120 121-165 117-000 4-165 3.8% 0-091 0.2% 61% False False 297,698
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-040
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 121-020
2.618 120-193
1.618 120-103
1.000 120-047
0.618 120-013
HIGH 119-277
0.618 119-243
0.500 119-232
0.382 119-221
LOW 119-187
0.618 119-131
1.000 119-097
1.618 119-041
2.618 118-271
4.250 118-124
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 119-235 120-114
PP 119-234 120-048
S1 119-232 119-302

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

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