ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 119-010 119-040 0-030 0.1% 120-270
High 119-050 119-050 0-000 0.0% 120-270
Low 118-290 118-280 -0-010 0.0% 119-060
Close 119-020 119-020 0-000 0.0% 119-090
Range 0-080 0-090 0-010 12.5% 1-210
ATR 0-113 0-111 -0-002 -1.5% 0-000
Volume 2,935 4,106 1,171 39.9% 5,678
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 119-280 119-240 119-070
R3 119-190 119-150 119-045
R2 119-100 119-100 119-036
R1 119-060 119-060 119-028 119-035
PP 119-010 119-010 119-010 118-318
S1 118-290 118-290 119-012 118-265
S2 118-240 118-240 119-004
S3 118-150 118-200 118-315
S4 118-060 118-110 118-290
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 124-237 123-213 120-062
R3 123-027 122-003 119-236
R2 121-137 121-137 119-187
R1 120-113 120-113 119-139 120-020
PP 119-247 119-247 119-247 119-200
S1 118-223 118-223 119-041 118-130
S2 118-037 118-037 118-313
S3 116-147 117-013 118-264
S4 114-257 115-123 118-118
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-110 118-280 1-150 1.2% 0-132 0.3% 13% False True 2,472
10 120-270 118-280 1-310 1.7% 0-108 0.3% 10% False True 1,575
20 120-270 118-280 1-310 1.7% 0-092 0.2% 10% False True 1,004
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-112
2.618 119-286
1.618 119-196
1.000 119-140
0.618 119-106
HIGH 119-050
0.618 119-016
0.500 119-005
0.382 118-314
LOW 118-280
0.618 118-224
1.000 118-190
1.618 118-134
2.618 118-044
4.250 117-218
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 119-015 119-050
PP 119-010 119-040
S1 119-005 119-030

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

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