ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 119-207 119-240 0-033 0.1% 119-040
High 119-250 119-290 0-040 0.1% 119-310
Low 119-170 119-240 0-070 0.2% 119-037
Close 119-235 119-257 0-022 0.1% 119-235
Range 0-080 0-050 -0-030 -37.5% 0-273
ATR 0-135 0-129 -0-006 -4.2% 0-000
Volume 1,776 2,058 282 15.9% 27,540
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-092 120-065 119-284
R3 120-042 120-015 119-271
R2 119-312 119-312 119-266
R1 119-285 119-285 119-262 119-298
PP 119-262 119-262 119-262 119-269
S1 119-235 119-235 119-252 119-248
S2 119-212 119-212 119-248
S3 119-162 119-185 119-243
S4 119-112 119-135 119-230
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-053 121-257 120-065
R3 121-100 120-304 119-310
R2 120-147 120-147 119-285
R1 120-031 120-031 119-260 120-089
PP 119-194 119-194 119-194 119-223
S1 119-078 119-078 119-210 119-136
S2 118-241 118-241 119-185
S3 117-288 118-125 119-160
S4 117-015 117-172 119-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-310 119-115 0-195 0.5% 0-091 0.2% 73% False False 3,989
10 120-015 119-032 0-303 0.8% 0-107 0.3% 74% False False 13,378
20 120-110 119-032 1-078 1.0% 0-135 0.4% 57% False False 449,521
40 121-165 119-032 2-133 2.0% 0-148 0.4% 29% False False 584,090
60 121-165 118-082 3-083 2.7% 0-144 0.4% 47% False False 579,657
80 121-165 118-082 3-083 2.7% 0-138 0.4% 47% False False 579,908
100 121-165 118-082 3-083 2.7% 0-127 0.3% 47% False False 464,769
120 121-165 117-080 4-085 3.6% 0-116 0.3% 60% False False 387,434
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0-023
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 120-182
2.618 120-101
1.618 120-051
1.000 120-020
0.618 120-001
HIGH 119-290
0.618 119-271
0.500 119-265
0.382 119-259
LOW 119-240
0.618 119-209
1.000 119-190
1.618 119-159
2.618 119-109
4.250 119-028
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 119-265 119-251
PP 119-262 119-246
S1 119-260 119-240

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

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