ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 119-167 119-212 0-045 0.1% 119-165
High 119-215 119-255 0-040 0.1% 120-110
Low 119-150 119-175 0-025 0.1% 119-137
Close 119-190 119-237 0-047 0.1% 119-317
Range 0-065 0-080 0-015 23.1% 0-293
ATR 0-144 0-139 -0-005 -3.2% 0-000
Volume 25,793 14,935 -10,858 -42.1% 5,406,062
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-142 120-110 119-281
R3 120-062 120-030 119-259
R2 119-302 119-302 119-252
R1 119-270 119-270 119-244 119-286
PP 119-222 119-222 119-222 119-230
S1 119-190 119-190 119-230 119-206
S2 119-142 119-142 119-222
S3 119-062 119-110 119-215
S4 118-302 119-030 119-193
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
5 120-015 119-147 0-188 0.5% 0-091 0.2% 48% False False 81,756
10 120-110 119-122 0-308 0.8% 0-123 0.3% 37% False False 634,411
20 121-067 119-060 2-007 1.7% 0-150 0.4% 27% False False 700,648
40 121-165 119-060 2-105 1.9% 0-155 0.4% 24% False False 720,086
60 121-165 118-082 3-083 2.7% 0-149 0.4% 46% False False 663,231
80 121-165 118-082 3-083 2.7% 0-136 0.4% 46% False False 580,012
100 121-165 118-082 3-083 2.7% 0-128 0.3% 46% False False 464,407
120 121-165 117-000 4-165 3.8% 0-109 0.3% 61% False False 387,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-275
2.618 120-144
1.618 120-064
1.000 120-015
0.618 119-304
HIGH 119-255
0.618 119-224
0.500 119-215
0.382 119-206
LOW 119-175
0.618 119-126
1.000 119-095
1.618 119-046
2.618 118-286
4.250 118-155
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 119-230 119-225
PP 119-222 119-213
S1 119-215 119-201

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

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