ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 119-102 118-297 -0-125 -0.3% 118-260
High 119-107 118-315 -0-112 -0.3% 119-207
Low 118-282 118-227 -0-055 -0.1% 118-230
Close 118-292 118-232 -0-060 -0.2% 119-090
Range 0-145 0-088 -0-057 -39.3% 0-297
ATR 0-136 0-133 -0-003 -2.5% 0-000
Volume 620,555 658,614 38,059 6.1% 3,755,720
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 119-202 119-145 118-280
R3 119-114 119-057 118-256
R2 119-026 119-026 118-248
R1 118-289 118-289 118-240 118-274
PP 118-258 118-258 118-258 118-250
S1 118-201 118-201 118-224 118-186
S2 118-170 118-170 118-216
S3 118-082 118-113 118-208
S4 117-314 118-025 118-184
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
5 119-207 118-227 0-300 0.8% 0-120 0.3% 2% False True 832,128
10 119-207 118-150 1-057 1.0% 0-153 0.4% 22% False False 528,480
20 120-200 118-150 2-050 1.8% 0-141 0.4% 12% False False 266,311
40 120-270 118-150 2-120 2.0% 0-101 0.3% 11% False False 133,310
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 120-049
2.618 119-225
1.618 119-137
1.000 119-083
0.618 119-049
HIGH 118-315
0.618 118-281
0.500 118-271
0.382 118-261
LOW 118-227
0.618 118-173
1.000 118-139
1.618 118-085
2.618 117-317
4.250 117-173
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 118-271 119-008
PP 118-258 118-296
S1 118-245 118-264

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

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