ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 118-137 118-125 -0-012 0.0% 118-260
High 118-152 118-220 0-068 0.2% 118-285
Low 118-115 118-120 0-005 0.0% 118-082
Close 118-135 118-207 0-072 0.2% 118-135
Range 0-037 0-100 0-063 170.3% 0-203
ATR 0-121 0-119 -0-001 -1.2% 0-000
Volume 77,044 240,370 163,326 212.0% 974,172
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 119-162 119-125 118-262
R3 119-062 119-025 118-234
R2 118-282 118-282 118-225
R1 118-245 118-245 118-216 118-264
PP 118-182 118-182 118-182 118-192
S1 118-145 118-145 118-198 118-164
S2 118-082 118-082 118-189
S3 117-302 118-045 118-180
S4 117-202 117-265 118-152
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-136 120-019 118-247
R3 119-253 119-136 118-191
R2 119-050 119-050 118-172
R1 118-253 118-253 118-154 118-210
PP 118-167 118-167 118-167 118-146
S1 118-050 118-050 118-116 118-007
S2 117-284 117-284 118-098
S3 117-081 117-167 118-079
S4 116-198 116-284 118-023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-285 118-082 0-203 0.5% 0-089 0.2% 62% False False 242,908
10 119-300 118-082 1-218 1.4% 0-128 0.3% 23% False False 501,691
20 119-300 118-082 1-218 1.4% 0-134 0.4% 23% False False 606,754
40 119-300 118-082 1-218 1.4% 0-108 0.3% 23% False False 379,511
60 121-010 117-200 3-130 2.9% 0-103 0.3% 30% False False 253,535
80 121-010 117-000 4-010 3.4% 0-077 0.2% 41% False False 190,159
100 121-010 117-000 4-010 3.4% 0-062 0.2% 41% False False 152,134
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-005
2.618 119-162
1.618 119-062
1.000 119-000
0.618 118-282
HIGH 118-220
0.618 118-182
0.500 118-170
0.382 118-158
LOW 118-120
0.618 118-058
1.000 118-020
1.618 117-278
2.618 117-178
4.250 117-015
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 118-195 118-188
PP 118-182 118-170
S1 118-170 118-151

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

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