ECBOT 5 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 16-Mar-2015

Day Change Summary
	Previous	Current
	13-Mar-2015	16-Mar-2015	Change	Change %	Previous Week
Open	118-282	118-300	0-018	0.0%	118-120
High	119-040	119-067	0-027	0.1%	119-072
Low	118-235	118-297	0-062	0.2%	118-095
Close	118-310	119-015	0-025	0.1%	118-310
Range	0-125	0-090	-0-035	-28.0%	0-297
ATR	0-135	0-132	-0-003	-2.4%	0-000
Volume	532,308	410,723	-121,585	-22.8%	3,364,776

Daily Pivots for day following 16-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-290	119-242	119-064
R3	119-200	119-152	119-040
R2	119-110	119-110	119-032
R1	119-062	119-062	119-023	119-086
PP	119-020	119-020	119-020	119-032
S1	118-292	118-292	119-007	118-316
S2	118-250	118-250	118-318
S3	118-160	118-202	118-310
S4	118-070	118-112	118-286

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-197	121-070	119-153
R3	120-220	120-093	119-072
R2	119-243	119-243	119-044
R1	119-116	119-116	119-017	119-180
PP	118-266	118-266	118-266	118-297
S1	118-139	118-139	118-283	118-202
S2	117-289	117-289	118-256
S3	116-312	117-162	118-228
S4	116-015	116-185	118-147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-072	118-160	0-232	0.6%	0-121	0.3%	75%	False	False	641,607
10	119-097	118-092	1-005	0.9%	0-128	0.3%	75%	False	False	652,030
20	119-207	118-092	1-115	1.1%	0-147	0.4%	56%	False	False	557,833
40	120-270	118-092	2-178	2.1%	0-120	0.3%	30%	False	False	279,834

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-034
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-130
2.618	119-303
1.618	119-213
1.000	119-157
0.618	119-123
HIGH	119-067
0.618	119-033
0.500	119-022
0.382	119-011
LOW	118-297
0.618	118-241
1.000	118-207
1.618	118-151
2.618	118-061
4.250	117-234

Fisher Pivots for day following 16-Mar-2015
Pivot	1 day	3 day
R1	119-022	119-008
PP	119-020	119-001
S1	119-017	118-314

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