ECBOT 5 Year T-Note Future June 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 118-317 118-120 -0-197 -0.5% 119-102
High 119-097 118-197 -0-220 -0.6% 119-107
Low 118-092 118-095 0-003 0.0% 118-092
Close 118-115 118-185 0-070 0.2% 118-115
Range 1-005 0-102 -0-223 -68.6% 1-015
ATR 0-140 0-137 -0-003 -1.9% 0-000
Volume 1,060,891 567,460 -493,431 -46.5% 3,365,363
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 119-145 119-107 118-241
R3 119-043 119-005 118-213
R2 118-261 118-261 118-204
R1 118-223 118-223 118-194 118-242
PP 118-159 118-159 118-159 118-168
S1 118-121 118-121 118-176 118-140
S2 118-057 118-057 118-166
S3 117-275 118-019 118-157
S4 117-173 117-237 118-129
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-256 121-041 118-299
R3 120-241 120-026 118-207
R2 119-226 119-226 118-176
R1 119-011 119-011 118-146 118-271
PP 118-211 118-211 118-211 118-182
S1 117-316 117-316 118-084 117-256
S2 117-196 117-196 118-054
S3 116-181 116-301 118-023
S4 115-166 115-286 117-251
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-097 118-092 1-005 0.9% 0-135 0.4% 29% False False 662,453
10 119-207 118-092 1-115 1.1% 0-144 0.4% 21% False False 754,505
20 119-207 118-092 1-115 1.1% 0-141 0.4% 21% False False 398,731
40 120-270 118-092 2-178 2.2% 0-112 0.3% 11% False False 199,636
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-310
2.618 119-144
1.618 119-042
1.000 118-299
0.618 118-260
HIGH 118-197
0.618 118-158
0.500 118-146
0.382 118-134
LOW 118-095
0.618 118-032
1.000 117-313
1.618 117-250
2.618 117-148
4.250 116-302
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 118-172 118-254
PP 118-159 118-231
S1 118-146 118-208

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

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