ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 118-252 118-257 0-005 0.0% 119-102
High 118-295 119-072 0-097 0.3% 119-107
Low 118-190 118-247 0-057 0.2% 118-092
Close 118-252 118-310 0-058 0.2% 118-115
Range 0-105 0-145 0-040 38.1% 1-015
ATR 0-135 0-136 0-001 0.5% 0-000
Volume 730,319 780,893 50,574 6.9% 3,365,363
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-111 120-036 119-070
R3 119-286 119-211 119-030
R2 119-141 119-141 119-017
R1 119-066 119-066 119-003 119-104
PP 118-316 118-316 118-316 119-015
S1 118-241 118-241 118-297 118-278
S2 118-171 118-171 118-283
S3 118-026 118-096 118-270
S4 117-201 117-271 118-230
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% 0-163 0.4% 67% False False 778,671
10 119-110 118-092 1-018 0.9% 0-132 0.3% 64% False False 706,645
20 119-207 118-092 1-115 1.1% 0-146 0.4% 50% False False 511,515
40 120-270 118-092 2-178 2.1% 0-119 0.3% 27% False False 256,259
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-048
2.618 120-132
1.618 119-307
1.000 119-217
0.618 119-162
HIGH 119-072
0.618 119-017
0.500 119-000
0.382 118-302
LOW 118-247
0.618 118-157
1.000 118-102
1.618 118-012
2.618 117-187
4.250 116-271
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 119-000 118-299
PP 118-316 118-287
S1 118-313 118-276

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

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