ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 119-035 119-102 0-067 0.2% 118-260
High 119-110 119-107 -0-003 0.0% 119-207
Low 119-002 118-282 -0-040 -0.1% 118-230
Close 119-090 118-292 -0-118 -0.3% 119-090
Range 0-108 0-145 0-037 34.3% 0-297
ATR 0-135 0-136 0-001 0.5% 0-000
Volume 868,622 620,555 -248,067 -28.6% 3,755,720
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-129 120-035 119-052
R3 119-304 119-210 119-012
R2 119-159 119-159 118-319
R1 119-065 119-065 118-305 119-040
PP 119-014 119-014 119-014 119-001
S1 118-240 118-240 118-279 118-214
S2 118-189 118-189 118-265
S3 118-044 118-095 118-252
S4 117-219 117-270 118-212
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 122-000 121-182 119-253
R3 121-023 120-205 119-172
R2 120-046 120-046 119-144
R1 119-228 119-228 119-117 119-297
PP 119-069 119-069 119-069 119-104
S1 118-251 118-251 119-063 119-000
S2 118-092 118-092 119-036
S3 117-115 117-274 119-008
S4 116-138 116-297 118-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-207 118-240 0-287 0.8% 0-153 0.4% 18% False False 846,558
10 119-207 118-150 1-057 1.0% 0-166 0.4% 38% False False 463,636
20 120-270 118-150 2-120 2.0% 0-140 0.4% 19% False False 233,402
40 120-270 118-120 2-150 2.1% 0-099 0.3% 22% False False 116,851
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-083
2.618 120-167
1.618 120-022
1.000 119-252
0.618 119-197
HIGH 119-107
0.618 119-052
0.500 119-034
0.382 119-017
LOW 118-282
0.618 118-192
1.000 118-137
1.618 118-047
2.618 117-222
4.250 116-306
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 119-034 119-084
PP 119-014 119-047
S1 118-313 119-010

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

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