ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 118-287 118-317 0-030 0.1% 119-102
High 119-017 119-097 0-080 0.2% 119-107
Low 118-252 118-092 -0-160 -0.4% 118-092
Close 118-315 118-115 -0-200 -0.5% 118-115
Range 0-085 1-005 0-240 282.4% 1-015
ATR 0-125 0-140 0-014 11.4% 0-000
Volume 527,006 1,060,891 533,885 101.3% 3,365,363
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-223 121-014 118-294
R3 120-218 120-009 118-204
R2 119-213 119-213 118-175
R1 119-004 119-004 118-145 118-266
PP 118-208 118-208 118-208 118-179
S1 117-319 117-319 118-085 117-261
S2 117-203 117-203 118-055
S3 116-198 116-314 118-026
S4 115-193 115-309 117-256
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-256 121-041 118-299
R3 120-241 120-026 118-207
R2 119-226 119-226 118-176
R1 119-011 119-011 118-146 118-271
PP 118-211 118-211 118-211 118-182
S1 117-316 117-316 118-084 117-256
S2 117-196 117-196 118-054
S3 116-181 116-301 118-023
S4 115-166 115-286 117-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-107 118-092 1-015 0.9% 0-144 0.4% 7% False True 673,072
10 119-207 118-092 1-115 1.1% 0-145 0.4% 5% False True 712,108
20 120-060 118-092 1-288 1.6% 0-152 0.4% 4% False True 370,391
40 120-270 118-092 2-178 2.2% 0-110 0.3% 3% False True 185,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 123-198
2.618 121-308
1.618 120-303
1.000 120-102
0.618 119-298
HIGH 119-097
0.618 118-293
0.500 118-254
0.382 118-216
LOW 118-092
0.618 117-211
1.000 117-087
1.618 116-206
2.618 115-201
4.250 113-311
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 118-254 118-254
PP 118-208 118-208
S1 118-162 118-162

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

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