ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 21-May-2014
Day Change Summary
Previous Current
20-May-2014 21-May-2014 Change Change % Previous Week
Open 119-140 119-210 0-070 0.2% 118-280
High 119-230 119-240 0-010 0.0% 119-200
Low 119-140 119-140 0-000 0.0% 118-250
Close 119-220 119-190 -0-030 -0.1% 119-140
Range 0-090 0-100 0-010 11.1% 0-270
ATR 0-079 0-080 0-002 1.9% 0-000
Volume 16,013 96,268 80,255 501.2% 63,134
Daily Pivots for day following 21-May-2014
Classic Woodie Camarilla DeMark
R4 120-170 120-120 119-245
R3 120-070 120-020 119-218
R2 119-290 119-290 119-208
R1 119-240 119-240 119-199 119-215
PP 119-190 119-190 119-190 119-178
S1 119-140 119-140 119-181 119-115
S2 119-090 119-090 119-172
S3 118-310 119-040 119-162
S4 118-210 118-260 119-135
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 121-260 121-150 119-288
R3 120-310 120-200 119-214
R2 120-040 120-040 119-190
R1 119-250 119-250 119-165 119-305
PP 119-090 119-090 119-090 119-118
S1 118-300 118-300 119-115 119-035
S2 118-140 118-140 119-090
S3 117-190 118-030 119-066
S4 116-240 117-080 118-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-240 119-050 0-190 0.5% 0-088 0.2% 74% True False 31,355
10 119-240 118-250 0-310 0.8% 0-082 0.2% 84% True False 20,664
20 119-240 118-050 1-190 1.3% 0-078 0.2% 90% True False 12,132
40 119-240 117-250 1-310 1.6% 0-058 0.2% 92% True False 6,224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-025
2.618 120-182
1.618 120-082
1.000 120-020
0.618 119-302
HIGH 119-240
0.618 119-202
0.500 119-190
0.382 119-178
LOW 119-140
0.618 119-078
1.000 119-040
1.618 118-298
2.618 118-198
4.250 118-035
Fisher Pivots for day following 21-May-2014
Pivot 1 day 3 day
R1 119-190 119-190
PP 119-190 119-190
S1 119-190 119-190

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

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