ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Dec-2014
Day Change Summary
Previous Current
22-Dec-2014 23-Dec-2014 Change Change % Previous Week
Open 118-260 118-240 -0-020 -0.1% 119-140
High 118-285 118-262 -0-023 -0.1% 119-300
Low 118-217 118-110 -0-107 -0.3% 118-205
Close 118-240 118-132 -0-108 -0.3% 118-252
Range 0-068 0-152 0-084 123.5% 1-095
ATR 0-129 0-130 0-002 1.3% 0-000
Volume 301,189 399,710 98,521 32.7% 3,802,375
Daily Pivots for day following 23-Dec-2014
Classic Woodie Camarilla DeMark
R4 119-304 119-210 118-216
R3 119-152 119-058 118-174
R2 119-000 119-000 118-160
R1 118-226 118-226 118-146 118-197
PP 118-168 118-168 118-168 118-154
S1 118-074 118-074 118-118 118-045
S2 118-016 118-016 118-104
S3 117-184 117-242 118-090
S4 117-032 117-090 118-048
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 123-004 122-063 119-160
R3 121-229 120-288 119-046
R2 120-134 120-134 119-008
R1 119-193 119-193 118-290 119-116
PP 119-039 119-039 119-039 119-000
S1 118-098 118-098 118-214 118-021
S2 117-264 117-264 118-176
S3 116-169 117-003 118-138
S4 115-074 115-228 118-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-190 118-110 1-080 1.1% 0-134 0.4% 6% False True 597,202
10 119-300 118-110 1-190 1.3% 0-155 0.4% 4% False True 668,496
20 119-300 118-105 1-195 1.4% 0-135 0.4% 5% False False 702,491
40 119-300 118-090 1-210 1.4% 0-110 0.3% 8% False False 366,743
60 121-010 117-130 3-200 3.1% 0-099 0.3% 28% False False 244,975
80 121-010 117-000 4-010 3.4% 0-074 0.2% 35% False False 183,740
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 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-268
2.618 120-020
1.618 119-188
1.000 119-094
0.618 119-036
HIGH 118-262
0.618 118-204
0.500 118-186
0.382 118-168
LOW 118-110
0.618 118-016
1.000 117-278
1.618 117-184
2.618 117-032
4.250 116-104
Fisher Pivots for day following 23-Dec-2014
Pivot 1 day 3 day
R1 118-186 118-204
PP 118-168 118-180
S1 118-150 118-156

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

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