ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 119-202 119-287 0-085 0.2% 119-302
High 119-305 119-292 -0-013 0.0% 120-070
Low 119-162 119-227 0-065 0.2% 119-162
Close 119-280 119-255 -0-025 -0.1% 119-255
Range 0-143 0-065 -0-078 -54.5% 0-228
ATR 0-162 0-155 -0-007 -4.3% 0-000
Volume 746,606 503,591 -243,015 -32.5% 3,239,479
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-133 120-099 119-291
R3 120-068 120-034 119-273
R2 120-003 120-003 119-267
R1 119-289 119-289 119-261 119-274
PP 119-258 119-258 119-258 119-250
S1 119-224 119-224 119-249 119-208
S2 119-193 119-193 119-243
S3 119-128 119-159 119-237
S4 119-063 119-094 119-219
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-313 121-192 120-060
R3 121-085 120-284 119-318
R2 120-177 120-177 119-297
R1 120-056 120-056 119-276 120-002
PP 119-269 119-269 119-269 119-242
S1 119-148 119-148 119-234 119-094
S2 119-041 119-041 119-213
S3 118-133 118-240 119-192
S4 117-225 118-012 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 119-162 0-228 0.6% 0-113 0.3% 41% False False 647,895
10 121-162 119-162 2-000 1.7% 0-162 0.4% 15% False False 711,475
20 121-165 119-162 2-003 1.7% 0-161 0.4% 14% False False 718,658
40 121-165 118-082 3-083 2.7% 0-148 0.4% 47% False False 644,725
60 121-165 118-082 3-083 2.7% 0-139 0.4% 47% False False 623,370
80 121-165 118-082 3-083 2.7% 0-125 0.3% 47% False False 468,581
100 121-165 117-080 4-085 3.6% 0-112 0.3% 60% False False 375,017
120 121-165 117-000 4-165 3.8% 0-093 0.2% 62% False False 312,519
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 120-248
2.618 120-142
1.618 120-077
1.000 120-037
0.618 120-012
HIGH 119-292
0.618 119-267
0.500 119-260
0.382 119-252
LOW 119-227
0.618 119-187
1.000 119-162
1.618 119-122
2.618 119-057
4.250 118-271
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 119-260 119-248
PP 119-258 119-241
S1 119-256 119-234

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

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