ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 119-037 119-310 0-273 0.7% 118-120
High 120-035 120-040 0-005 0.0% 119-072
Low 119-030 119-155 0-125 0.3% 118-095
Close 119-270 119-180 -0-090 -0.2% 118-310
Range 1-005 0-205 -0-120 -36.9% 0-297
ATR 0-142 0-147 0-004 3.2% 0-000
Volume 987,633 752,610 -235,023 -23.8% 3,364,776
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-207 121-078 119-293
R3 121-002 120-193 119-236
R2 120-117 120-117 119-218
R1 119-308 119-308 119-199 119-270
PP 119-232 119-232 119-232 119-212
S1 119-103 119-103 119-161 119-065
S2 119-027 119-027 119-142
S3 118-142 118-218 119-124
S4 117-257 118-013 119-067
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
5 120-040 118-235 1-125 1.2% 0-164 0.4% 60% True False 632,207
10 120-040 118-092 1-268 1.5% 0-164 0.4% 69% True False 705,439
20 120-040 118-092 1-268 1.5% 0-147 0.4% 69% True False 663,559
40 120-270 118-092 2-178 2.1% 0-129 0.3% 50% False False 335,249
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-271
2.618 121-257
1.618 121-052
1.000 120-245
0.618 120-167
HIGH 120-040
0.618 119-282
0.500 119-258
0.382 119-233
LOW 119-155
0.618 119-028
1.000 118-270
1.618 118-143
2.618 117-258
4.250 116-244
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 119-258 119-190
PP 119-232 119-187
S1 119-206 119-183

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

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