ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 120-015 120-070 0-055 0.1% 118-300
High 120-080 120-107 0-027 0.1% 120-040
Low 119-305 119-300 -0-005 0.0% 118-297
Close 120-060 120-000 -0-060 -0.2% 119-290
Range 0-095 0-127 0-032 33.7% 1-063
ATR 0-136 0-135 -0-001 -0.5% 0-000
Volume 606,538 630,691 24,153 4.0% 3,118,348
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 121-090 121-012 120-070
R3 120-283 120-205 120-035
R2 120-156 120-156 120-023
R1 120-078 120-078 120-012 120-054
PP 120-029 120-029 120-029 120-017
S1 119-271 119-271 119-308 119-246
S2 119-222 119-222 119-297
S3 119-095 119-144 119-285
S4 118-288 119-017 119-250
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 123-078 122-247 120-181
R3 122-015 121-184 120-075
R2 120-272 120-272 120-040
R1 120-121 120-121 120-005 120-196
PP 119-209 119-209 119-209 119-247
S1 119-058 119-058 119-255 119-134
S2 118-146 118-146 119-220
S3 117-083 117-315 119-185
S4 116-020 116-252 119-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-107 119-155 0-272 0.7% 0-123 0.3% 61% True False 583,685
10 120-107 118-235 1-192 1.3% 0-138 0.4% 79% True False 610,774
20 120-107 118-092 2-015 1.7% 0-137 0.4% 84% True False 667,121
40 120-270 118-092 2-178 2.1% 0-131 0.3% 67% False False 389,337
60 120-270 117-300 2-290 2.4% 0-104 0.3% 71% False False 259,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-007
2.618 121-119
1.618 120-312
1.000 120-234
0.618 120-185
HIGH 120-107
0.618 120-058
0.500 120-044
0.382 120-029
LOW 119-300
0.618 119-222
1.000 119-173
1.618 119-095
2.618 118-288
4.250 118-080
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 120-044 120-032
PP 120-029 120-021
S1 120-014 120-011

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

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