ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Dec-2014
Day Change Summary
Previous Current
04-Dec-2014 05-Dec-2014 Change Change % Previous Week
Open 119-012 119-060 0-048 0.1% 119-177
High 119-060 119-062 0-002 0.0% 119-255
Low 118-302 118-165 -0-137 -0.4% 118-165
Close 119-037 118-185 -0-172 -0.5% 118-185
Range 0-078 0-217 0-139 178.2% 1-090
ATR 0-092 0-101 0-009 9.7% 0-000
Volume 624,486 966,897 342,411 54.8% 3,571,369
Daily Pivots for day following 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-255 120-117 118-304
R3 120-038 119-220 118-245
R2 119-141 119-141 118-225
R1 119-003 119-003 118-205 118-284
PP 118-244 118-244 118-244 118-224
S1 118-106 118-106 118-165 118-066
S2 118-027 118-027 118-145
S3 117-130 117-209 118-125
S4 116-233 116-312 118-066
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 122-258 121-312 119-090
R3 121-168 120-222 118-298
R2 120-078 120-078 118-260
R1 119-132 119-132 118-223 119-060
PP 118-308 118-308 118-308 118-272
S1 118-042 118-042 118-147 117-290
S2 117-218 117-218 118-110
S3 116-128 116-272 118-072
S4 115-038 115-182 117-280
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-255 118-165 1-090 1.1% 0-122 0.3% 5% False True 714,273
10 119-255 118-165 1-090 1.1% 0-101 0.3% 5% False True 638,621
20 119-255 118-090 1-165 1.3% 0-096 0.3% 20% False False 330,354
40 121-010 118-090 2-240 2.3% 0-096 0.3% 11% False False 166,172
60 121-010 117-000 4-010 3.4% 0-068 0.2% 39% False False 110,814
80 121-010 117-000 4-010 3.4% 0-051 0.1% 39% False False 83,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 122-024
2.618 120-310
1.618 120-093
1.000 119-279
0.618 119-196
HIGH 119-062
0.618 118-299
0.500 118-274
0.382 118-248
LOW 118-165
0.618 118-031
1.000 117-268
1.618 117-134
2.618 116-237
4.250 115-203
Fisher Pivots for day following 05-Dec-2014
Pivot 1 day 3 day
R1 118-274 118-274
PP 118-244 118-244
S1 118-214 118-214

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

View Archives - Comment on this page... - Back to Index of Symbols