ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 118-247 118-287 0-040 0.1% 118-260
High 118-297 119-017 0-040 0.1% 119-207
Low 118-222 118-252 0-030 0.1% 118-230
Close 118-267 118-315 0-048 0.1% 119-090
Range 0-075 0-085 0-010 13.3% 0-297
ATR 0-128 0-125 -0-003 -2.4% 0-000
Volume 498,297 527,006 28,709 5.8% 3,755,720
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 119-236 119-201 119-042
R3 119-151 119-116 119-018
R2 119-066 119-066 119-011
R1 119-031 119-031 119-003 119-048
PP 118-301 118-301 118-301 118-310
S1 118-266 118-266 118-307 118-284
S2 118-216 118-216 118-299
S3 118-131 118-181 118-292
S4 118-046 118-096 118-268
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
5 119-110 118-222 0-208 0.5% 0-100 0.3% 45% False False 634,618
10 119-207 118-210 0-317 0.8% 0-130 0.3% 33% False False 621,679
20 120-110 118-150 1-280 1.6% 0-138 0.4% 28% False False 317,465
40 120-270 118-150 2-120 2.0% 0-102 0.3% 22% False False 158,935
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-058
2.618 119-240
1.618 119-155
1.000 119-102
0.618 119-070
HIGH 119-017
0.618 118-305
0.500 118-294
0.382 118-284
LOW 118-252
0.618 118-199
1.000 118-167
1.618 118-114
2.618 118-029
4.250 117-211
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 118-308 118-303
PP 118-301 118-291
S1 118-294 118-280

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

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