ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 14-Apr-2014
Day Change Summary
Previous Current
11-Apr-2014 14-Apr-2014 Change Change % Previous Week
Open 119-030 119-070 0-040 0.1% 118-060
High 119-040 119-070 0-030 0.1% 119-040
Low 119-000 118-260 -0-060 -0.2% 118-060
Close 119-000 118-260 -0-060 -0.2% 119-000
Range 0-040 0-130 0-090 225.0% 0-300
ATR 0-059 0-064 0-005 8.5% 0-000
Volume 28 2,273 2,245 8,017.9% 2,267
Daily Pivots for day following 14-Apr-2014
Classic Woodie Camarilla DeMark
R4 120-053 119-287 119-012
R3 119-243 119-157 118-296
R2 119-113 119-113 118-284
R1 119-027 119-027 118-272 119-005
PP 118-303 118-303 118-303 118-292
S1 118-217 118-217 118-248 118-195
S2 118-173 118-173 118-236
S3 118-043 118-087 118-224
S4 117-233 117-277 118-188
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 121-187 121-073 119-165
R3 120-207 120-093 119-082
R2 119-227 119-227 119-055
R1 119-113 119-113 119-028 119-170
PP 118-247 118-247 118-247 118-275
S1 118-133 118-133 118-292 118-190
S2 117-267 117-267 118-265
S3 116-287 117-153 118-238
S4 115-307 116-173 118-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-070 118-080 0-310 0.8% 0-058 0.2% 58% True False 905
10 119-070 117-250 1-140 1.2% 0-047 0.1% 72% True False 457
20 119-130 117-250 1-200 1.4% 0-024 0.1% 63% False False 231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 120-302
2.618 120-090
1.618 119-280
1.000 119-200
0.618 119-150
HIGH 119-070
0.618 119-020
0.500 119-005
0.382 118-310
LOW 118-260
0.618 118-180
1.000 118-130
1.618 118-050
2.618 117-240
4.250 117-028
Fisher Pivots for day following 14-Apr-2014
Pivot 1 day 3 day
R1 119-005 119-005
PP 118-303 118-303
S1 118-282 118-282

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

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