ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 119-095 119-240 0-145 0.4% 118-125
High 120-035 119-282 -0-073 -0.2% 119-060
Low 119-090 119-175 0-085 0.2% 118-120
Close 119-222 119-255 0-033 0.1% 119-030
Range 0-265 0-107 -0-158 -59.6% 0-260
ATR 0-126 0-125 -0-001 -1.1% 0-000
Volume 1,033,757 855,620 -178,137 -17.2% 1,160,530
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 120-238 120-194 119-314
R3 120-131 120-087 119-284
R2 120-024 120-024 119-275
R1 119-300 119-300 119-265 120-002
PP 119-237 119-237 119-237 119-248
S1 119-193 119-193 119-245 119-215
S2 119-130 119-130 119-235
S3 119-023 119-086 119-226
S4 118-236 118-299 119-196
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 121-103 121-007 119-173
R3 120-163 120-067 119-102
R2 119-223 119-223 119-078
R1 119-127 119-127 119-054 119-175
PP 118-283 118-283 118-283 118-308
S1 118-187 118-187 119-006 118-235
S2 118-023 118-023 118-302
S3 117-083 117-247 118-278
S4 116-143 116-307 118-207
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-035 118-215 1-140 1.2% 0-141 0.4% 78% False False 609,890
10 120-035 118-082 1-273 1.5% 0-116 0.3% 83% False False 419,567
20 120-035 118-082 1-273 1.5% 0-135 0.4% 83% False False 562,065
40 120-035 118-082 1-273 1.5% 0-115 0.3% 83% False False 461,075
60 121-010 118-082 2-248 2.3% 0-110 0.3% 56% False False 308,177
80 121-010 117-000 4-010 3.4% 0-087 0.2% 69% False False 231,186
100 121-010 117-000 4-010 3.4% 0-070 0.2% 69% False False 184,955
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-097
2.618 120-242
1.618 120-135
1.000 120-069
0.618 120-028
HIGH 119-282
0.618 119-241
0.500 119-228
0.382 119-216
LOW 119-175
0.618 119-109
1.000 119-068
1.618 119-002
2.618 118-215
4.250 118-040
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 119-246 119-229
PP 119-237 119-203
S1 119-228 119-178

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

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