ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 119-282 119-285 0-003 0.0% 119-040
High 119-317 120-217 0-220 0.6% 119-310
Low 119-270 119-285 0-015 0.0% 119-037
Close 119-270 120-177 0-227 0.6% 119-235
Range 0-047 0-252 0-205 436.2% 0-273
ATR 0-124 0-135 0-010 8.2% 0-000
Volume 3,181 7,912 4,731 148.7% 27,540
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-236 122-138 120-316
R3 121-304 121-206 120-246
R2 121-052 121-052 120-223
R1 120-274 120-274 120-200 121-003
PP 120-120 120-120 120-120 120-144
S1 120-022 120-022 120-154 120-071
S2 119-188 119-188 120-131
S3 118-256 119-090 120-108
S4 118-004 118-158 120-038
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 122-053 121-257 120-065
R3 121-100 120-304 119-310
R2 120-147 120-147 119-285
R1 120-031 120-031 119-260 120-089
PP 119-194 119-194 119-194 119-223
S1 119-078 119-078 119-210 119-136
S2 118-241 118-241 119-185
S3 117-288 118-125 119-160
S4 117-015 117-172 119-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-217 119-170 1-047 1.0% 0-111 0.3% 89% True False 3,199
10 120-217 119-032 1-185 1.3% 0-123 0.3% 92% True False 7,565
20 120-217 119-032 1-185 1.3% 0-127 0.3% 92% True False 360,496
40 121-165 119-032 2-133 2.0% 0-147 0.4% 60% False False 547,115
60 121-165 118-082 3-083 2.7% 0-143 0.4% 70% False False 549,438
80 121-165 118-082 3-083 2.7% 0-140 0.4% 70% False False 579,620
100 121-165 118-082 3-083 2.7% 0-129 0.3% 70% False False 464,808
120 121-165 117-100 4-065 3.5% 0-118 0.3% 77% False False 387,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-008
2.618 122-237
1.618 121-305
1.000 121-149
0.618 121-053
HIGH 120-217
0.618 120-121
0.500 120-091
0.382 120-061
LOW 119-285
0.618 119-129
1.000 119-033
1.618 118-197
2.618 117-265
4.250 116-174
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 120-148 120-141
PP 120-120 120-105
S1 120-091 120-068

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

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