ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 118-257 118-282 0-025 0.1% 118-120
High 119-072 119-040 -0-032 -0.1% 119-072
Low 118-247 118-235 -0-012 0.0% 118-095
Close 118-310 118-310 0-000 0.0% 118-310
Range 0-145 0-125 -0-020 -13.8% 0-297
ATR 0-136 0-135 -0-001 -0.6% 0-000
Volume 780,893 532,308 -248,585 -31.8% 3,364,776
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-037 119-298 119-059
R3 119-232 119-173 119-024
R2 119-107 119-107 119-013
R1 119-048 119-048 119-001 119-078
PP 118-302 118-302 118-302 118-316
S1 118-243 118-243 118-299 118-272
S2 118-177 118-177 118-287
S3 118-052 118-118 118-276
S4 117-247 117-313 118-241
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-197 121-070 119-153
R3 120-220 120-093 119-072
R2 119-243 119-243 119-044
R1 119-116 119-116 119-017 119-180
PP 118-266 118-266 118-266 118-297
S1 118-139 118-139 118-283 118-202
S2 117-289 117-289 118-256
S3 116-312 117-162 118-228
S4 116-015 116-185 118-147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-072 118-095 0-297 0.8% 0-123 0.3% 72% False False 672,955
10 119-107 118-092 1-015 0.9% 0-134 0.4% 65% False False 673,013
20 119-207 118-092 1-115 1.1% 0-145 0.4% 50% False False 537,682
40 120-270 118-092 2-178 2.1% 0-120 0.3% 27% False False 269,567
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-251
2.618 120-047
1.618 119-242
1.000 119-165
0.618 119-117
HIGH 119-040
0.618 118-312
0.500 118-298
0.382 118-283
LOW 118-235
0.618 118-158
1.000 118-110
1.618 118-033
2.618 117-228
4.250 117-024
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 118-306 118-304
PP 118-302 118-297
S1 118-298 118-291

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

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