ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 118-250 118-190 -0-060 -0.2% 119-030
High 118-250 118-220 -0-030 -0.1% 119-100
Low 118-120 118-180 0-060 0.2% 118-190
Close 118-180 118-180 0-000 0.0% 118-210
Range 0-130 0-040 -0-090 -69.2% 0-230
ATR 0-107 0-102 -0-005 -4.5% 0-000
Volume 2,758 904 -1,854 -67.2% 8,967
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 118-313 118-287 118-202
R3 118-273 118-247 118-191
R2 118-233 118-233 118-187
R1 118-207 118-207 118-184 118-200
PP 118-193 118-193 118-193 118-190
S1 118-167 118-167 118-176 118-160
S2 118-153 118-153 118-173
S3 118-113 118-127 118-169
S4 118-073 118-087 118-158
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-003 120-177 119-016
R3 120-093 119-267 118-273
R2 119-183 119-183 118-252
R1 119-037 119-037 118-231 118-315
PP 118-273 118-273 118-273 118-252
S1 118-127 118-127 118-189 118-085
S2 118-043 118-043 118-168
S3 117-133 117-217 118-147
S4 116-223 116-307 118-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-060 118-120 0-260 0.7% 0-094 0.2% 23% False False 1,693
10 119-160 118-120 1-040 0.9% 0-084 0.2% 17% False False 1,710
20 121-010 118-050 2-280 2.4% 0-102 0.3% 14% False False 1,864
40 121-010 117-000 4-010 3.4% 0-052 0.1% 39% False False 945
60 121-010 117-000 4-010 3.4% 0-034 0.1% 39% False False 641
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-070
2.618 119-005
1.618 118-285
1.000 118-260
0.618 118-245
HIGH 118-220
0.618 118-205
0.500 118-200
0.382 118-195
LOW 118-180
0.618 118-155
1.000 118-140
1.618 118-115
2.618 118-075
4.250 118-010
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 118-200 118-185
PP 118-193 118-183
S1 118-187 118-182

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

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