ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 118-300 119-032 0-052 0.1% 118-120
High 119-067 119-095 0-028 0.1% 119-072
Low 118-297 119-020 0-043 0.1% 118-095
Close 119-015 119-035 0-020 0.1% 118-310
Range 0-090 0-075 -0-015 -16.7% 0-297
ATR 0-132 0-128 -0-004 -2.8% 0-000
Volume 410,723 477,762 67,039 16.3% 3,364,776
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 119-275 119-230 119-076
R3 119-200 119-155 119-056
R2 119-125 119-125 119-049
R1 119-080 119-080 119-042 119-102
PP 119-050 119-050 119-050 119-061
S1 119-005 119-005 119-028 119-028
S2 118-295 118-295 119-021
S3 118-220 118-250 119-014
S4 118-145 118-175 118-314
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
5 119-095 118-190 0-225 0.6% 0-108 0.3% 73% True False 586,401
10 119-097 118-092 1-005 0.9% 0-127 0.3% 81% False False 633,945
20 119-207 118-092 1-115 1.1% 0-140 0.4% 60% False False 581,212
40 120-270 118-092 2-178 2.1% 0-120 0.3% 32% False False 291,772
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-094
2.618 119-291
1.618 119-216
1.000 119-170
0.618 119-141
HIGH 119-095
0.618 119-066
0.500 119-058
0.382 119-049
LOW 119-020
0.618 118-294
1.000 118-265
1.618 118-219
2.618 118-144
4.250 118-021
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 119-058 119-025
PP 119-050 119-015
S1 119-042 119-005

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

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