ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 118-100 118-070 -0-030 -0.1% 118-090
High 118-130 118-070 -0-060 -0.2% 118-170
Low 118-100 118-030 -0-070 -0.2% 118-020
Close 118-120 118-040 -0-080 -0.2% 118-080
Range 0-030 0-040 0-010 33.3% 0-150
ATR 0-061 0-063 0-002 3.5% 0-000
Volume 1,803 1,187 -616 -34.2% 3,186
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-167 118-143 118-062
R3 118-127 118-103 118-051
R2 118-087 118-087 118-047
R1 118-063 118-063 118-044 118-055
PP 118-047 118-047 118-047 118-042
S1 118-023 118-023 118-036 118-015
S2 118-007 118-007 118-033
S3 117-287 117-303 118-029
S4 117-247 117-263 118-018
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-220 119-140 118-162
R3 119-070 118-310 118-121
R2 118-240 118-240 118-108
R1 118-160 118-160 118-094 118-125
PP 118-090 118-090 118-090 118-072
S1 118-010 118-010 118-066 117-295
S2 117-260 117-260 118-052
S3 117-110 117-180 118-039
S4 116-280 117-030 117-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-130 118-030 0-100 0.3% 0-038 0.1% 10% False True 2,820
10 118-170 118-020 0-150 0.4% 0-030 0.1% 13% False False 1,702
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 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-240
2.618 118-175
1.618 118-135
1.000 118-110
0.618 118-095
HIGH 118-070
0.618 118-055
0.500 118-050
0.382 118-045
LOW 118-030
0.618 118-005
1.000 117-310
1.618 117-285
2.618 117-245
4.250 117-180
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 118-050 118-080
PP 118-047 118-067
S1 118-043 118-053

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

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