ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 119-235 119-040 -0-195 -0.5% 119-317
High 120-015 119-130 -0-205 -0.5% 120-015
Low 119-032 119-037 0-005 0.0% 119-032
Close 119-055 119-120 0-065 0.2% 119-055
Range 0-303 0-093 -0-210 -69.3% 0-303
ATR 0-151 0-147 -0-004 -2.7% 0-000
Volume 20,032 9,649 -10,383 -51.8% 160,192
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-055 120-020 119-171
R3 119-282 119-247 119-146
R2 119-189 119-189 119-137
R1 119-154 119-154 119-129 119-172
PP 119-096 119-096 119-096 119-104
S1 119-061 119-061 119-111 119-078
S2 119-003 119-003 119-103
S3 118-230 118-288 119-094
S4 118-137 118-195 119-069
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-090 121-215 119-222
R3 121-107 120-232 119-138
R2 120-124 120-124 119-111
R1 119-249 119-249 119-083 119-195
PP 119-141 119-141 119-141 119-114
S1 118-266 118-266 119-027 118-212
S2 118-158 118-158 118-319
S3 117-175 117-283 118-292
S4 116-192 116-300 118-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-015 119-032 0-303 0.8% 0-124 0.3% 29% False False 22,766
10 120-110 119-032 1-078 1.0% 0-134 0.4% 22% False False 443,212
20 120-110 119-032 1-078 1.0% 0-141 0.4% 22% False False 610,497
40 121-165 119-032 2-133 2.0% 0-161 0.4% 11% False False 684,449
60 121-165 118-082 3-083 2.7% 0-151 0.4% 34% False False 640,974
80 121-165 118-082 3-083 2.7% 0-137 0.4% 34% False False 580,175
100 121-165 118-082 3-083 2.7% 0-131 0.3% 34% False False 464,677
120 121-165 117-000 4-165 3.8% 0-112 0.3% 53% False False 387,269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-205
2.618 120-053
1.618 119-280
1.000 119-223
0.618 119-187
HIGH 119-130
0.618 119-094
0.500 119-084
0.382 119-073
LOW 119-037
0.618 118-300
1.000 118-264
1.618 118-207
2.618 118-114
4.250 117-282
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 119-108 119-184
PP 119-096 119-162
S1 119-084 119-141

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

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