ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 14-May-2014
Day Change Summary
Previous Current
13-May-2014 14-May-2014 Change Change % Previous Week
Open 118-270 119-020 0-070 0.2% 118-200
High 119-030 119-140 0-110 0.3% 119-020
Low 118-250 119-020 0-090 0.2% 118-170
Close 119-020 119-110 0-090 0.2% 119-000
Range 0-100 0-120 0-020 20.0% 0-170
ATR 0-074 0-077 0-003 4.5% 0-000
Volume 12,207 14,191 1,984 16.3% 23,930
Daily Pivots for day following 14-May-2014
Classic Woodie Camarilla DeMark
R4 120-130 120-080 119-176
R3 120-010 119-280 119-143
R2 119-210 119-210 119-132
R1 119-160 119-160 119-121 119-185
PP 119-090 119-090 119-090 119-102
S1 119-040 119-040 119-099 119-065
S2 118-290 118-290 119-088
S3 118-170 118-240 119-077
S4 118-050 118-120 119-044
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 120-147 120-083 119-094
R3 119-297 119-233 119-047
R2 119-127 119-127 119-031
R1 119-063 119-063 119-016 119-095
PP 118-277 118-277 118-277 118-292
S1 118-213 118-213 118-304 118-245
S2 118-107 118-107 118-289
S3 117-257 118-043 118-273
S4 117-087 117-193 118-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 118-250 0-210 0.5% 0-076 0.2% 86% True False 9,972
10 119-140 118-060 1-080 1.0% 0-087 0.2% 93% True False 6,551
20 119-140 118-030 1-110 1.1% 0-067 0.2% 93% True False 4,366
40 119-140 117-250 1-210 1.4% 0-047 0.1% 94% True False 2,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-010
2.618 120-134
1.618 120-014
1.000 119-260
0.618 119-214
HIGH 119-140
0.618 119-094
0.500 119-080
0.382 119-066
LOW 119-020
0.618 118-266
1.000 118-220
1.618 118-146
2.618 118-026
4.250 117-150
Fisher Pivots for day following 14-May-2014
Pivot 1 day 3 day
R1 119-100 119-085
PP 119-090 119-060
S1 119-080 119-035

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

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