ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 119-115 119-210 0-095 0.2% 119-317
High 119-230 119-210 -0-020 -0.1% 120-015
Low 119-115 119-130 0-015 0.0% 119-032
Close 119-182 119-180 -0-002 0.0% 119-055
Range 0-115 0-080 -0-035 -30.4% 0-303
ATR 0-145 0-140 -0-005 -3.2% 0-000
Volume 13,977 1,069 -12,908 -92.4% 160,192
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 120-093 120-057 119-224
R3 120-013 119-297 119-202
R2 119-253 119-253 119-195
R1 119-217 119-217 119-187 119-195
PP 119-173 119-173 119-173 119-162
S1 119-137 119-137 119-173 119-115
S2 119-093 119-093 119-165
S3 119-013 119-057 119-158
S4 118-253 118-297 119-136
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% 0-134 0.4% 49% False False 11,932
10 120-110 119-032 1-078 1.0% 0-123 0.3% 37% False False 143,834
20 120-110 119-032 1-078 1.0% 0-138 0.4% 37% False False 538,210
40 121-165 119-032 2-133 2.0% 0-158 0.4% 19% False False 649,516
60 121-165 118-082 3-083 2.7% 0-149 0.4% 40% False False 617,778
80 121-165 118-082 3-083 2.7% 0-138 0.4% 40% False False 580,198
100 121-165 118-082 3-083 2.7% 0-129 0.3% 40% False False 464,814
120 121-165 117-000 4-165 3.8% 0-114 0.3% 57% False False 387,394
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-230
2.618 120-099
1.618 120-019
1.000 119-290
0.618 119-259
HIGH 119-210
0.618 119-179
0.500 119-170
0.382 119-161
LOW 119-130
0.618 119-081
1.000 119-050
1.618 119-001
2.618 118-241
4.250 118-110
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 119-177 119-164
PP 119-173 119-149
S1 119-170 119-134

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

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