ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 119-310 119-182 -0-128 -0.3% 118-300
High 120-040 119-305 -0-055 -0.1% 120-040
Low 119-155 119-182 0-027 0.1% 118-297
Close 119-180 119-290 0-110 0.3% 119-290
Range 0-205 0-123 -0-082 -40.0% 1-063
ATR 0-147 0-145 -0-002 -1.0% 0-000
Volume 752,610 489,620 -262,990 -34.9% 3,118,348
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-308 120-262 120-038
R3 120-185 120-139 120-004
R2 120-062 120-062 119-313
R1 120-016 120-016 119-301 120-039
PP 119-259 119-259 119-259 119-270
S1 119-213 119-213 119-279 119-236
S2 119-136 119-136 119-267
S3 119-013 119-090 119-256
S4 118-210 118-287 119-222
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 123-078 122-247 120-181
R3 122-015 121-184 120-075
R2 120-272 120-272 120-040
R1 120-121 120-121 120-005 120-196
PP 119-209 119-209 119-209 119-247
S1 119-058 119-058 119-255 119-134
S2 118-146 118-146 119-220
S3 117-083 117-315 119-185
S4 116-020 116-252 119-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-040 118-297 1-063 1.0% 0-164 0.4% 82% False False 623,669
10 120-040 118-095 1-265 1.5% 0-144 0.4% 88% False False 648,312
20 120-040 118-092 1-268 1.5% 0-144 0.4% 88% False False 680,210
40 120-270 118-092 2-178 2.1% 0-129 0.3% 63% False False 347,469
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-188
2.618 120-307
1.618 120-184
1.000 120-108
0.618 120-061
HIGH 119-305
0.618 119-258
0.500 119-244
0.382 119-229
LOW 119-182
0.618 119-106
1.000 119-059
1.618 118-303
2.618 118-180
4.250 117-299
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 119-274 119-258
PP 119-259 119-227
S1 119-244 119-195

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

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