ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 119-007 119-140 0-133 0.3% 118-177
High 119-187 119-185 -0-002 0.0% 119-187
Low 118-315 119-040 0-045 0.1% 118-105
Close 119-127 119-047 -0-080 -0.2% 119-127
Range 0-192 0-145 -0-047 -24.5% 1-082
ATR 0-119 0-121 0-002 1.6% 0-000
Volume 774,886 715,564 -59,322 -7.7% 3,546,805
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-206 120-111 119-127
R3 120-061 119-286 119-087
R2 119-236 119-236 119-074
R1 119-141 119-141 119-060 119-116
PP 119-091 119-091 119-091 119-078
S1 118-316 118-316 119-034 118-291
S2 118-266 118-266 119-020
S3 118-121 118-171 119-007
S4 117-296 118-026 118-287
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 122-279 122-125 120-028
R3 121-197 121-043 119-238
R2 120-115 120-115 119-201
R1 119-281 119-281 119-164 120-038
PP 119-033 119-033 119-033 119-072
S1 118-199 118-199 119-090 118-276
S2 117-271 117-271 119-053
S3 116-189 117-117 119-016
S4 115-107 116-035 118-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-187 118-200 0-307 0.8% 0-156 0.4% 54% False False 731,525
10 119-187 118-105 1-082 1.1% 0-139 0.4% 65% False False 707,151
20 119-255 118-105 1-150 1.2% 0-114 0.3% 56% False False 541,127
40 119-255 118-090 1-165 1.3% 0-099 0.3% 57% False False 272,439
60 121-010 117-080 3-250 3.2% 0-084 0.2% 50% False False 181,850
80 121-010 117-000 4-010 3.4% 0-063 0.2% 53% False False 136,396
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 0-027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-161
2.618 120-245
1.618 120-100
1.000 120-010
0.618 119-275
HIGH 119-185
0.618 119-130
0.500 119-112
0.382 119-095
LOW 119-040
0.618 118-270
1.000 118-215
1.618 118-125
2.618 117-300
4.250 117-064
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 119-112 119-064
PP 119-091 119-058
S1 119-069 119-052

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

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