ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 119-212 119-167 -0-045 -0.1% 119-165
High 119-227 119-215 -0-012 0.0% 120-110
Low 119-147 119-150 0-003 0.0% 119-137
Close 119-152 119-190 0-038 0.1% 119-317
Range 0-080 0-065 -0-015 -18.8% 0-293
ATR 0-150 0-144 -0-006 -4.0% 0-000
Volume 43,425 25,793 -17,632 -40.6% 5,406,062
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-060 120-030 119-226
R3 119-315 119-285 119-208
R2 119-250 119-250 119-202
R1 119-220 119-220 119-196 119-235
PP 119-185 119-185 119-185 119-192
S1 119-155 119-155 119-184 119-170
S2 119-120 119-120 119-178
S3 119-055 119-090 119-172
S4 118-310 119-025 119-154
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 122-214 122-078 120-158
R3 121-241 121-105 120-078
R2 120-268 120-268 120-051
R1 120-132 120-132 120-024 120-200
PP 119-295 119-295 119-295 120-008
S1 119-159 119-159 119-290 119-227
S2 119-002 119-002 119-263
S3 118-029 118-186 119-236
S4 117-056 117-213 119-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-110 119-147 0-283 0.7% 0-112 0.3% 15% False False 275,735
10 120-110 119-122 0-308 0.8% 0-130 0.3% 22% False False 713,426
20 121-067 119-060 2-007 1.7% 0-154 0.4% 20% False False 735,479
40 121-165 119-060 2-105 1.9% 0-160 0.4% 17% False False 745,556
60 121-165 118-082 3-083 2.7% 0-151 0.4% 41% False False 679,097
80 121-165 118-082 3-083 2.7% 0-136 0.4% 41% False False 579,829
100 121-165 118-082 3-083 2.7% 0-128 0.3% 41% False False 464,264
120 121-165 117-000 4-165 3.8% 0-108 0.3% 57% False False 386,898
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 True
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
4.250 120-171
2.618 120-065
1.618 120-000
1.000 119-280
0.618 119-255
HIGH 119-215
0.618 119-190
0.500 119-182
0.382 119-175
LOW 119-150
0.618 119-110
1.000 119-085
1.618 119-045
2.618 118-300
4.250 118-194
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 119-188 119-240
PP 119-185 119-223
S1 119-182 119-206

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

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