ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Feb-2015
Day Change Summary
Previous Current
04-Feb-2015 05-Feb-2015 Change Change % Previous Week
Open 120-272 121-037 0-085 0.2% 120-240
High 121-042 121-067 0-025 0.1% 121-165
Low 120-197 120-217 0-020 0.1% 120-137
Close 120-272 120-262 -0-010 0.0% 121-110
Range 0-165 0-170 0-005 3.0% 1-028
ATR 0-155 0-156 0-001 0.7% 0-000
Volume 711,557 577,211 -134,346 -18.9% 3,443,959
Daily Pivots for day following 05-Feb-2015
Classic Woodie Camarilla DeMark
R4 122-159 122-060 121-036
R3 121-309 121-210 120-309
R2 121-139 121-139 120-293
R1 121-040 121-040 120-278 121-004
PP 120-289 120-289 120-289 120-271
S1 120-190 120-190 120-246 120-154
S2 120-119 120-119 120-231
S3 119-269 120-020 120-215
S4 119-099 119-170 120-168
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
5 121-165 120-197 0-288 0.7% 0-169 0.4% 23% False False 699,259
10 121-165 120-127 1-038 0.9% 0-157 0.4% 38% False False 663,784
20 121-165 119-187 1-298 1.6% 0-163 0.4% 64% False False 725,604
40 121-165 118-082 3-083 2.7% 0-149 0.4% 79% False False 643,834
60 121-165 118-082 3-083 2.7% 0-131 0.3% 79% False False 549,251
80 121-165 118-082 3-083 2.7% 0-123 0.3% 79% False False 412,534
100 121-165 117-000 4-165 3.7% 0-102 0.3% 85% False False 330,069
120 121-165 117-000 4-165 3.7% 0-085 0.2% 85% False False 275,063
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-150
2.618 122-192
1.618 122-022
1.000 121-237
0.618 121-172
HIGH 121-067
0.618 121-002
0.500 120-302
0.382 120-282
LOW 120-217
0.618 120-112
1.000 120-047
1.618 119-262
2.618 119-092
4.250 118-134
Fisher Pivots for day following 05-Feb-2015
Pivot 1 day 3 day
R1 120-302 121-010
PP 120-289 120-307
S1 120-275 120-284

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

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