ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 23-Apr-2014

Day Change Summary
	Previous	Current
	22-Apr-2014	23-Apr-2014	Change	Change %	Previous Week
Open	118-030	118-070	0-040	0.1%	119-070
High	118-030	118-110	0-080	0.2%	119-070
Low	118-030	118-060	0-030	0.1%	118-050
Close	118-030	118-090	0-060	0.2%	118-050
Range	0-000	0-050	0-050		1-020
ATR	0-063	0-064	0-001	2.0%	0-000
Volume	86	143	57	66.3%	3,649

Daily Pivots for day following 23-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	118-237	118-213	118-118
R3	118-187	118-163	118-104
R2	118-137	118-137	118-099
R1	118-113	118-113	118-095	118-125
PP	118-087	118-087	118-087	118-092
S1	118-063	118-063	118-085	118-075
S2	118-037	118-037	118-081
S3	117-307	118-013	118-076
S4	117-257	117-283	118-062

Weekly Pivots for week ending 18-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-223	120-317	118-237
R3	120-203	119-297	118-144
R2	119-183	119-183	118-112
R1	118-277	118-277	118-081	118-220
PP	118-163	118-163	118-163	118-135
S1	117-257	117-257	118-019	117-200
S2	117-143	117-143	117-308
S3	116-123	116-237	117-276
S4	115-103	115-217	117-183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-230	118-030	0-200	0.5%	0-042	0.1%	30%	False	False	293
10	119-070	118-030	1-040	1.0%	0-056	0.1%	17%	False	False	624
20	119-070	117-250	1-140	1.2%	0-037	0.1%	35%	False	False	316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-005
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-002
2.618	118-241
1.618	118-191
1.000	118-160
0.618	118-141
HIGH	118-110
0.618	118-091
0.500	118-085
0.382	118-079
LOW	118-060
0.618	118-029
1.000	118-010
1.618	117-299
2.618	117-249
4.250	117-168

Fisher Pivots for day following 23-Apr-2014
Pivot	1 day	3 day
R1	118-088	118-083
PP	118-087	118-077
S1	118-085	118-070

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