ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 119-172 119-165 -0-007 0.0% 119-230
High 119-295 119-247 -0-048 -0.1% 119-317
Low 119-122 119-137 0-015 0.0% 119-060
Close 119-137 119-235 0-098 0.3% 119-137
Range 0-173 0-110 -0-063 -36.4% 0-257
ATR 0-166 0-162 -0-004 -2.4% 0-000
Volume 797,896 1,143,778 345,882 43.3% 3,394,575
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-216 120-176 119-296
R3 120-106 120-066 119-265
R2 119-316 119-316 119-255
R1 119-276 119-276 119-245 119-296
PP 119-206 119-206 119-206 119-216
S1 119-166 119-166 119-225 119-186
S2 119-096 119-096 119-215
S3 118-306 119-056 119-205
S4 118-196 118-266 119-174
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-302 121-157 119-278
R3 121-045 120-220 119-208
R2 120-108 120-108 119-184
R1 119-283 119-283 119-161 119-227
PP 119-171 119-171 119-171 119-144
S1 119-026 119-026 119-113 118-290
S2 118-234 118-234 119-090
S3 117-297 118-089 119-066
S4 117-040 117-152 118-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-317 119-060 0-257 0.7% 0-182 0.5% 68% False False 907,670
10 120-070 119-060 1-010 0.9% 0-147 0.4% 53% False False 777,783
20 121-165 119-060 2-105 1.9% 0-166 0.4% 23% False False 754,853
40 121-165 118-082 3-083 2.7% 0-154 0.4% 45% False False 683,533
60 121-165 118-082 3-083 2.7% 0-148 0.4% 45% False False 689,853
80 121-165 118-082 3-083 2.7% 0-132 0.3% 45% False False 525,138
100 121-165 117-130 4-035 3.4% 0-121 0.3% 57% False False 420,399
120 121-165 117-000 4-165 3.8% 0-101 0.3% 61% False False 350,338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-044
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-074
2.618 120-215
1.618 120-105
1.000 120-037
0.618 119-315
HIGH 119-247
0.618 119-205
0.500 119-192
0.382 119-179
LOW 119-137
0.618 119-069
1.000 119-027
1.618 118-279
2.618 118-169
4.250 117-310
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 119-221 119-230
PP 119-206 119-225
S1 119-192 119-220

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

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