ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 119-210 119-205 -0-005 0.0% 119-317
High 119-210 119-310 0-100 0.3% 120-015
Low 119-130 119-182 0-052 0.1% 119-032
Close 119-180 119-232 0-052 0.1% 119-055
Range 0-080 0-128 0-048 60.0% 0-303
ATR 0-140 0-139 -0-001 -0.5% 0-000
Volume 1,069 1,069 0 0.0% 160,192
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-305 120-237 119-302
R3 120-177 120-109 119-267
R2 120-049 120-049 119-255
R1 119-301 119-301 119-244 120-015
PP 119-241 119-241 119-241 119-258
S1 119-173 119-173 119-220 119-207
S2 119-113 119-113 119-209
S3 118-305 119-045 119-197
S4 118-177 118-237 119-162
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% 0-144 0.4% 66% False False 9,159
10 120-015 119-032 0-303 0.8% 0-117 0.3% 66% False False 45,457
20 120-110 119-032 1-078 1.0% 0-139 0.4% 50% False False 511,839
40 121-165 119-032 2-133 2.0% 0-159 0.4% 26% False False 630,100
60 121-165 118-082 3-083 2.7% 0-148 0.4% 45% False False 604,881
80 121-165 118-082 3-083 2.7% 0-139 0.4% 45% False False 580,150
100 121-165 118-082 3-083 2.7% 0-128 0.3% 45% False False 464,790
120 121-165 117-030 4-135 3.7% 0-115 0.3% 60% False False 387,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-214
2.618 121-005
1.618 120-197
1.000 120-118
0.618 120-069
HIGH 119-310
0.618 119-261
0.500 119-246
0.382 119-231
LOW 119-182
0.618 119-103
1.000 119-054
1.618 118-295
2.618 118-167
4.250 117-278
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 119-246 119-226
PP 119-241 119-219
S1 119-237 119-212

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

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