ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 120-212 120-132 -0-080 -0.2% 119-240
High 120-232 120-197 -0-035 -0.1% 120-232
Low 120-090 120-112 0-022 0.1% 119-240
Close 120-090 120-192 0-102 0.3% 120-192
Range 0-142 0-085 -0-057 -40.1% 0-312
ATR 0-135 0-133 -0-002 -1.5% 0-000
Volume 2,736 723 -2,013 -73.6% 16,610
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-102 121-072 120-239
R3 121-017 120-307 120-215
R2 120-252 120-252 120-208
R1 120-222 120-222 120-200 120-237
PP 120-167 120-167 120-167 120-174
S1 120-137 120-137 120-184 120-152
S2 120-082 120-082 120-176
S3 119-317 120-052 120-169
S4 119-232 119-287 120-145
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 123-091 122-293 121-044
R3 122-099 121-301 120-278
R2 121-107 121-107 120-249
R1 120-309 120-309 120-221 121-048
PP 120-115 120-115 120-115 120-144
S1 119-317 119-317 120-163 120-056
S2 119-123 119-123 120-135
S3 118-131 119-005 120-106
S4 117-139 118-013 120-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-232 119-240 0-312 0.8% 0-115 0.3% 87% False False 3,322
10 120-232 119-037 1-195 1.3% 0-107 0.3% 92% False False 4,415
20 120-232 119-032 1-200 1.3% 0-122 0.3% 92% False False 280,520
40 121-165 119-032 2-133 2.0% 0-144 0.4% 62% False False 503,444
60 121-165 118-082 3-083 2.7% 0-144 0.4% 72% False False 536,794
80 121-165 118-082 3-083 2.7% 0-141 0.4% 72% False False 576,119
100 121-165 118-082 3-083 2.7% 0-129 0.3% 72% False False 464,818
120 121-165 117-130 4-035 3.4% 0-120 0.3% 78% False False 387,554
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-238
2.618 121-100
1.618 121-015
1.000 120-282
0.618 120-250
HIGH 120-197
0.618 120-165
0.500 120-154
0.382 120-144
LOW 120-112
0.618 120-059
1.000 120-027
1.618 119-294
2.618 119-209
4.250 119-071
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 120-180 120-161
PP 120-167 120-130
S1 120-154 120-098

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

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