ECBOT 5 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	119-065	119-150	0-085	0.2%	118-177
High	119-300	119-190	-0-110	-0.3%	119-187
Low	119-062	118-295	-0-087	-0.2%	118-105
Close	119-137	118-307	-0-150	-0.4%	119-127
Range	0-238	0-215	-0-023	-9.7%	1-082
ATR	0-130	0-136	0-006	4.7%	0-000
Volume	801,699	1,046,372	244,673	30.5%	3,546,805

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-056	120-236	119-105
R3	120-161	120-021	119-046
R2	119-266	119-266	119-026
R1	119-126	119-126	119-007	119-088
PP	119-051	119-051	119-051	119-032
S1	118-231	118-231	118-287	118-194
S2	118-156	118-156	118-268
S3	117-261	118-016	118-248
S4	117-046	117-121	118-189

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	119-300	118-260	1-040	0.9%	0-192	0.5%	13%	False	False	837,334
10	119-300	118-105	1-195	1.4%	0-168	0.4%	39%	False	False	770,182
20	119-300	118-105	1-195	1.4%	0-129	0.3%	39%	False	False	632,473
40	119-300	118-090	1-210	1.4%	0-107	0.3%	41%	False	False	318,466
60	121-010	117-080	3-250	3.2%	0-092	0.2%	45%	False	False	212,650
80	121-010	117-000	4-010	3.4%	0-069	0.2%	49%	False	False	159,496

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-144
2.618	121-113
1.618	120-218
1.000	120-085
0.618	120-003
HIGH	119-190
0.618	119-108
0.500	119-082
0.382	119-057
LOW	118-295
0.618	118-162
1.000	118-080
1.618	117-267
2.618	117-052
4.250	116-021

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	119-082	119-138
PP	119-051	119-087
S1	119-019	119-037

Download as Excel Spreadsheet

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

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