ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 119-212 119-235 0-023 0.1% 119-317
High 119-255 120-015 0-080 0.2% 120-015
Low 119-175 119-032 -0-143 -0.4% 119-032
Close 119-237 119-055 -0-182 -0.5% 119-055
Range 0-080 0-303 0-223 278.8% 0-303
ATR 0-139 0-151 0-012 8.4% 0-000
Volume 14,935 20,032 5,097 34.1% 160,192
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-090 121-215 119-222
R3 121-107 120-232 119-138
R2 120-124 120-124 119-111
R1 119-249 119-249 119-083 119-195
PP 119-141 119-141 119-141 119-114
S1 118-266 118-266 119-027 118-212
S2 118-158 118-158 118-319
S3 117-175 117-283 118-292
S4 116-192 116-300 118-208
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-090 121-215 119-222
R3 121-107 120-232 119-138
R2 120-124 120-124 119-111
R1 119-249 119-249 119-083 119-195
PP 119-141 119-141 119-141 119-114
S1 118-266 118-266 119-027 118-212
S2 118-158 118-158 118-319
S3 117-175 117-283 118-292
S4 116-192 116-300 118-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-032 0-303 0.8% 0-132 0.3% 8% True True 32,038
10 120-110 119-032 1-078 1.0% 0-136 0.4% 6% False True 556,625
20 121-040 119-032 2-008 1.7% 0-157 0.4% 4% False True 672,789
40 121-165 119-032 2-133 2.0% 0-160 0.4% 3% False True 699,196
60 121-165 118-082 3-083 2.7% 0-152 0.4% 28% False False 653,486
80 121-165 118-082 3-083 2.7% 0-137 0.4% 28% False False 580,136
100 121-165 118-082 3-083 2.7% 0-130 0.3% 28% False False 464,585
120 121-165 117-000 4-165 3.8% 0-111 0.3% 48% False False 387,189
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 0-042
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 124-023
2.618 122-168
1.618 121-185
1.000 120-318
0.618 120-202
HIGH 120-015
0.618 119-219
0.500 119-184
0.382 119-148
LOW 119-032
0.618 118-165
1.000 118-049
1.618 117-182
2.618 116-199
4.250 115-024
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 119-184 119-184
PP 119-141 119-141
S1 119-098 119-098

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

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