ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 118-297 118-247 -0-050 -0.1% 118-260
High 118-315 118-297 -0-018 0.0% 119-207
Low 118-227 118-222 -0-005 0.0% 118-230
Close 118-232 118-267 0-035 0.1% 119-090
Range 0-088 0-075 -0-013 -14.8% 0-297
ATR 0-133 0-128 -0-004 -3.1% 0-000
Volume 658,614 498,297 -160,317 -24.3% 3,755,720
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 119-167 119-132 118-308
R3 119-092 119-057 118-288
R2 119-017 119-017 118-281
R1 118-302 118-302 118-274 119-000
PP 118-262 118-262 118-262 118-271
S1 118-227 118-227 118-260 118-244
S2 118-187 118-187 118-253
S3 118-112 118-152 118-246
S4 118-037 118-077 118-226
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
5 119-207 118-222 0-305 0.8% 0-122 0.3% 15% False True 719,043
10 119-207 118-210 0-317 0.8% 0-137 0.4% 18% False False 574,460
20 120-120 118-150 1-290 1.6% 0-139 0.4% 19% False False 291,141
40 120-270 118-150 2-120 2.0% 0-102 0.3% 15% False False 145,761
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-296
2.618 119-173
1.618 119-098
1.000 119-052
0.618 119-023
HIGH 118-297
0.618 118-268
0.500 118-260
0.382 118-251
LOW 118-222
0.618 118-176
1.000 118-147
1.618 118-101
2.618 118-026
4.250 117-223
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 118-264 119-004
PP 118-262 118-305
S1 118-260 118-286

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

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