ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 121-150 121-117 -0-033 -0.1% 120-240
High 121-162 121-142 -0-020 -0.1% 121-165
Low 121-060 120-262 -0-118 -0.3% 120-137
Close 121-112 120-287 -0-145 -0.4% 121-110
Range 0-102 0-200 0-098 96.1% 1-028
ATR 0-150 0-154 0-004 2.4% 0-000
Volume 633,803 697,232 63,429 10.0% 3,443,959
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 122-297 122-172 121-077
R3 122-097 121-292 121-022
R2 121-217 121-217 121-004
R1 121-092 121-092 120-305 121-054
PP 121-017 121-017 121-017 120-318
S1 120-212 120-212 120-269 120-174
S2 120-137 120-137 120-250
S3 119-257 120-012 120-232
S4 119-057 119-132 120-177
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 124-115 123-300 121-301
R3 123-087 122-272 121-206
R2 122-059 122-059 121-174
R1 121-244 121-244 121-142 121-312
PP 121-031 121-031 121-031 121-064
S1 120-216 120-216 121-078 120-284
S2 120-003 120-003 121-046
S3 118-295 119-188 121-014
S4 117-267 118-160 120-239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-165 120-157 1-008 0.8% 0-167 0.4% 40% False False 735,509
10 121-165 120-067 1-098 1.1% 0-155 0.4% 53% False False 709,936
20 121-165 119-090 2-075 1.8% 0-165 0.4% 72% False False 755,634
40 121-165 118-082 3-083 2.7% 0-150 0.4% 81% False False 650,906
60 121-165 118-082 3-083 2.7% 0-130 0.3% 81% False False 527,946
80 121-165 118-082 3-083 2.7% 0-121 0.3% 81% False False 396,460
100 121-165 117-000 4-165 3.7% 0-099 0.3% 86% False False 317,182
120 121-165 117-000 4-165 3.7% 0-082 0.2% 86% False False 264,324
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-032
2.618 123-026
1.618 122-146
1.000 122-022
0.618 121-266
HIGH 121-142
0.618 121-066
0.500 121-042
0.382 121-018
LOW 120-262
0.618 120-138
1.000 120-062
1.618 119-258
2.618 119-058
4.250 118-052
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 121-042 121-054
PP 121-017 121-025
S1 120-312 120-316

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

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