ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 119-032 119-037 0-005 0.0% 118-120
High 119-095 120-035 0-260 0.7% 119-072
Low 119-020 119-030 0-010 0.0% 118-095
Close 119-035 119-270 0-235 0.6% 118-310
Range 0-075 1-005 0-250 333.3% 0-297
ATR 0-128 0-142 0-014 11.0% 0-000
Volume 477,762 987,633 509,871 106.7% 3,364,776
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-233 122-097 120-129
R3 121-228 121-092 120-039
R2 120-223 120-223 120-010
R1 120-087 120-087 119-300 120-155
PP 119-218 119-218 119-218 119-252
S1 119-082 119-082 119-240 119-150
S2 118-213 118-213 119-210
S3 117-208 118-077 119-181
S4 116-203 117-072 119-091
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
5 120-035 118-235 1-120 1.1% 0-152 0.4% 81% True False 637,863
10 120-035 118-092 1-263 1.5% 0-152 0.4% 85% True False 682,879
20 120-035 118-092 1-263 1.5% 0-144 0.4% 85% True False 628,669
40 120-270 118-092 2-178 2.1% 0-126 0.3% 61% False False 316,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-136
2.618 122-246
1.618 121-241
1.000 121-040
0.618 120-236
HIGH 120-035
0.618 119-231
0.500 119-192
0.382 119-154
LOW 119-030
0.618 118-149
1.000 118-025
1.618 117-144
2.618 116-139
4.250 114-249
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 119-244 119-235
PP 119-218 119-201
S1 119-192 119-166

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

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