ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 119-182 119-292 0-110 0.3% 118-300
High 119-305 120-022 0-037 0.1% 120-040
Low 119-182 119-277 0-095 0.2% 118-297
Close 119-290 120-005 0-035 0.1% 119-290
Range 0-123 0-065 -0-058 -47.2% 1-063
ATR 0-145 0-139 -0-006 -3.9% 0-000
Volume 489,620 438,966 -50,654 -10.3% 3,118,348
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-190 120-162 120-041
R3 120-125 120-097 120-023
R2 120-060 120-060 120-017
R1 120-032 120-032 120-011 120-046
PP 119-315 119-315 119-315 120-002
S1 119-287 119-287 119-319 119-301
S2 119-250 119-250 119-313
S3 119-185 119-222 119-307
S4 119-120 119-157 119-289
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
5 120-040 119-020 1-020 0.9% 0-159 0.4% 90% False False 629,318
10 120-040 118-160 1-200 1.4% 0-140 0.4% 93% False False 635,463
20 120-040 118-092 1-268 1.5% 0-142 0.4% 94% False False 694,984
40 120-270 118-092 2-178 2.1% 0-129 0.3% 68% False False 358,441
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 0-022
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 120-298
2.618 120-192
1.618 120-127
1.000 120-087
0.618 120-062
HIGH 120-022
0.618 119-317
0.500 119-310
0.382 119-302
LOW 119-277
0.618 119-237
1.000 119-212
1.618 119-172
2.618 119-107
4.250 119-001
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 120-000 119-302
PP 119-315 119-280
S1 119-310 119-258

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

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