ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 118-297 119-072 0-095 0.2% 119-177
High 119-085 119-110 0-025 0.1% 119-255
Low 118-267 118-260 -0-007 0.0% 118-165
Close 119-060 119-000 -0-060 -0.2% 118-185
Range 0-138 0-170 0-032 23.2% 1-090
ATR 0-109 0-113 0-004 4.0% 0-000
Volume 558,655 848,151 289,496 51.8% 3,571,369
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-207 120-113 119-094
R3 120-037 119-263 119-047
R2 119-187 119-187 119-031
R1 119-093 119-093 119-016 119-055
PP 119-017 119-017 119-017 118-318
S1 118-243 118-243 118-304 118-205
S2 118-167 118-167 118-289
S3 117-317 118-073 118-273
S4 117-147 117-223 118-226
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
5 119-110 118-105 1-005 0.9% 0-162 0.4% 66% True False 747,763
10 119-255 118-105 1-150 1.2% 0-130 0.3% 46% False False 676,958
20 119-255 118-105 1-150 1.2% 0-106 0.3% 46% False False 467,459
40 120-170 118-090 2-080 1.9% 0-100 0.3% 32% False False 235,370
60 121-010 117-000 4-010 3.4% 0-078 0.2% 50% False False 157,010
80 121-010 117-000 4-010 3.4% 0-059 0.2% 50% False False 117,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-192
2.618 120-235
1.618 120-065
1.000 119-280
0.618 119-215
HIGH 119-110
0.618 119-045
0.500 119-025
0.382 119-005
LOW 118-260
0.618 118-155
1.000 118-090
1.618 117-305
2.618 117-135
4.250 116-178
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 119-025 118-318
PP 119-017 118-317
S1 119-008 118-315

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

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