ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 118-192 118-252 0-060 0.2% 119-102
High 118-300 118-295 -0-005 0.0% 119-107
Low 118-160 118-190 0-030 0.1% 118-092
Close 118-255 118-252 -0-003 0.0% 118-115
Range 0-140 0-105 -0-035 -25.0% 1-015
ATR 0-137 0-135 -0-002 -1.7% 0-000
Volume 753,796 730,319 -23,477 -3.1% 3,365,363
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 119-241 119-191 118-310
R3 119-136 119-086 118-281
R2 119-031 119-031 118-271
R1 118-301 118-301 118-262 118-304
PP 118-246 118-246 118-246 118-247
S1 118-196 118-196 118-242 118-200
S2 118-141 118-141 118-233
S3 118-036 118-091 118-223
S4 117-251 117-306 118-194
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
5 119-097 118-092 1-005 0.9% 0-151 0.4% 49% False False 727,894
10 119-207 118-092 1-115 1.1% 0-136 0.4% 37% False False 723,468
20 119-207 118-092 1-115 1.1% 0-143 0.4% 37% False False 472,676
40 120-270 118-092 2-178 2.2% 0-116 0.3% 20% False False 236,737
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-101
2.618 119-250
1.618 119-145
1.000 119-080
0.618 119-040
HIGH 118-295
0.618 118-255
0.500 118-242
0.382 118-230
LOW 118-190
0.618 118-125
1.000 118-085
1.618 118-020
2.618 117-235
4.250 117-064
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 118-249 118-234
PP 118-246 118-216
S1 118-242 118-198

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

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