ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 119-230 119-120 -0-110 -0.3% 119-302
High 119-292 119-305 0-013 0.0% 120-070
Low 119-067 119-060 -0-007 0.0% 119-162
Close 119-100 119-267 0-167 0.4% 119-255
Range 0-225 0-245 0-020 8.9% 0-228
ATR 0-160 0-166 0-006 3.8% 0-000
Volume 831,523 960,070 128,547 15.5% 3,239,479
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-306 121-211 120-082
R3 121-061 120-286 120-014
R2 120-136 120-136 119-312
R1 120-041 120-041 119-289 120-088
PP 119-211 119-211 119-211 119-234
S1 119-116 119-116 119-245 119-164
S2 118-286 118-286 119-222
S3 118-041 118-191 119-200
S4 117-116 117-266 119-132
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
5 119-305 119-060 0-245 0.6% 0-157 0.4% 84% True True 714,057
10 121-067 119-060 2-007 1.7% 0-178 0.5% 32% False True 757,531
20 121-165 119-060 2-105 1.9% 0-166 0.4% 28% False True 733,733
40 121-165 118-082 3-083 2.7% 0-150 0.4% 48% False False 643,910
60 121-165 118-082 3-083 2.7% 0-144 0.4% 48% False False 652,661
80 121-165 118-082 3-083 2.7% 0-130 0.3% 48% False False 490,886
100 121-165 117-100 4-065 3.5% 0-117 0.3% 60% False False 392,932
120 121-165 117-000 4-165 3.8% 0-097 0.3% 63% False False 327,449
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 0-052
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-066
2.618 121-306
1.618 121-061
1.000 120-230
0.618 120-136
HIGH 119-305
0.618 119-211
0.500 119-182
0.382 119-154
LOW 119-060
0.618 118-229
1.000 118-135
1.618 117-304
2.618 117-059
4.250 115-299
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 119-239 119-239
PP 119-211 119-211
S1 119-182 119-182

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

View Archives - Comment on this page... - Back to Index of Symbols