ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 119-020 119-152 0-132 0.3% 119-020
High 119-170 119-175 0-005 0.0% 119-090
Low 118-240 119-107 0-187 0.5% 118-150
Close 119-160 119-145 -0-015 0.0% 118-230
Range 0-250 0-068 -0-182 -72.8% 0-260
ATR 0-138 0-133 -0-005 -3.6% 0-000
Volume 730,762 1,063,725 332,963 45.6% 260,091
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 120-026 119-314 119-182
R3 119-278 119-246 119-164
R2 119-210 119-210 119-157
R1 119-178 119-178 119-151 119-160
PP 119-142 119-142 119-142 119-134
S1 119-110 119-110 119-139 119-092
S2 119-074 119-074 119-133
S3 119-006 119-042 119-126
S4 118-258 118-294 119-108
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 121-083 120-257 119-053
R3 120-143 119-317 118-302
R2 119-203 119-203 118-278
R1 119-057 119-057 118-254 119-000
PP 118-263 118-263 118-263 118-235
S1 118-117 118-117 118-206 118-060
S2 118-003 118-003 118-182
S3 117-063 117-177 118-158
S4 116-123 116-237 118-087
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-175 118-210 0-285 0.7% 0-152 0.4% 89% True False 429,877
10 119-175 118-150 1-025 0.9% 0-150 0.4% 91% True False 221,883
20 120-270 118-150 2-120 2.0% 0-125 0.3% 41% False False 111,552
40 120-270 117-300 2-290 2.4% 0-088 0.2% 52% False False 55,912
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 0-042
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-144
2.618 120-033
1.618 119-285
1.000 119-243
0.618 119-217
HIGH 119-175
0.618 119-149
0.500 119-141
0.382 119-133
LOW 119-107
0.618 119-065
1.000 119-039
1.618 118-317
2.618 118-249
4.250 118-138
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 119-144 119-111
PP 119-142 119-077
S1 119-141 119-042

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

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