ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 119-027 119-012 -0-015 0.0% 118-290
High 119-042 119-060 0-018 0.0% 119-177
Low 118-302 118-302 0-000 0.0% 118-250
Close 119-005 119-037 0-032 0.1% 119-157
Range 0-060 0-078 0-018 30.0% 0-247
ATR 0-093 0-092 -0-001 -1.1% 0-000
Volume 564,367 624,486 60,119 10.7% 2,660,150
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 119-260 119-227 119-080
R3 119-182 119-149 119-058
R2 119-104 119-104 119-051
R1 119-071 119-071 119-044 119-088
PP 119-026 119-026 119-026 119-035
S1 118-313 118-313 119-030 119-010
S2 118-268 118-268 119-023
S3 118-190 118-235 119-016
S4 118-112 118-157 118-314
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 121-189 121-100 119-293
R3 120-262 120-173 119-225
R2 120-015 120-015 119-202
R1 119-246 119-246 119-180 119-290
PP 119-088 119-088 119-088 119-110
S1 118-319 118-319 119-134 119-044
S2 118-161 118-161 119-112
S3 117-234 118-072 119-089
S4 116-307 117-145 119-021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-255 118-302 0-273 0.7% 0-098 0.3% 20% False True 606,154
10 119-255 118-210 1-045 1.0% 0-089 0.2% 40% False False 554,813
20 119-255 118-090 1-165 1.3% 0-090 0.2% 55% False False 282,027
40 121-010 118-090 2-240 2.3% 0-093 0.2% 30% False False 142,015
60 121-010 117-000 4-010 3.4% 0-065 0.2% 52% False False 94,700
80 121-010 117-000 4-010 3.4% 0-049 0.1% 52% False False 71,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-072
2.618 119-264
1.618 119-186
1.000 119-138
0.618 119-108
HIGH 119-060
0.618 119-030
0.500 119-021
0.382 119-012
LOW 118-302
0.618 118-254
1.000 118-224
1.618 118-176
2.618 118-098
4.250 117-290
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 119-032 119-054
PP 119-026 119-049
S1 119-021 119-043

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

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