ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 04-Mar-2015

Day Change Summary
	Previous	Current
	03-Mar-2015	04-Mar-2015	Change	Change %	Previous Week
Open	118-297	118-247	-0-050	-0.1%	118-260
High	118-315	118-297	-0-018	0.0%	119-207
Low	118-227	118-222	-0-005	0.0%	118-230
Close	118-232	118-267	0-035	0.1%	119-090
Range	0-088	0-075	-0-013	-14.8%	0-297
ATR	0-133	0-128	-0-004	-3.1%	0-000
Volume	658,614	498,297	-160,317	-24.3%	3,755,720

Daily Pivots for day following 04-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-167	119-132	118-308
R3	119-092	119-057	118-288
R2	119-017	119-017	118-281
R1	118-302	118-302	118-274	119-000
PP	118-262	118-262	118-262	118-271
S1	118-227	118-227	118-260	118-244
S2	118-187	118-187	118-253
S3	118-112	118-152	118-246
S4	118-037	118-077	118-226

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-000	121-182	119-253
R3	121-023	120-205	119-172
R2	120-046	120-046	119-144
R1	119-228	119-228	119-117	119-297
PP	119-069	119-069	119-069	119-104
S1	118-251	118-251	119-063	119-000
S2	118-092	118-092	119-036
S3	117-115	117-274	119-008
S4	116-138	116-297	118-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-207	118-222	0-305	0.8%	0-122	0.3%	15%	False	True	719,043
10	119-207	118-210	0-317	0.8%	0-137	0.4%	18%	False	False	574,460
20	120-120	118-150	1-290	1.6%	0-139	0.4%	19%	False	False	291,141
40	120-270	118-150	2-120	2.0%	0-102	0.3%	15%	False	False	145,761

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-039
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-296
2.618	119-173
1.618	119-098
1.000	119-052
0.618	119-023
HIGH	118-297
0.618	118-268
0.500	118-260
0.382	118-251
LOW	118-222
0.618	118-176
1.000	118-147
1.618	118-101
2.618	118-026
4.250	117-223

Fisher Pivots for day following 04-Mar-2015
Pivot	1 day	3 day
R1	118-264	119-004
PP	118-262	118-305
S1	118-260	118-286

Download as Excel Spreadsheet

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

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