ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-May-2014
Day Change Summary
Previous Current
27-May-2014 28-May-2014 Change Change % Previous Week
Open 119-190 119-190 0-000 0.0% 119-150
High 119-200 119-300 0-100 0.3% 119-240
Low 119-150 119-187 0-037 0.1% 119-130
Close 119-190 119-290 0-100 0.3% 119-190
Range 0-050 0-113 0-063 126.0% 0-110
ATR 0-076 0-078 0-003 3.5% 0-000
Volume 227,143 1,173,106 945,963 416.5% 459,239
Daily Pivots for day following 28-May-2014
Classic Woodie Camarilla DeMark
R4 120-278 120-237 120-032
R3 120-165 120-124 120-001
R2 120-052 120-052 119-311
R1 120-011 120-011 119-300 120-032
PP 119-259 119-259 119-259 119-269
S1 119-218 119-218 119-280 119-238
S2 119-146 119-146 119-269
S3 119-033 119-105 119-259
S4 118-240 118-312 119-228
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 120-197 120-143 119-250
R3 120-087 120-033 119-220
R2 119-297 119-297 119-210
R1 119-243 119-243 119-200 119-270
PP 119-187 119-187 119-187 119-200
S1 119-133 119-133 119-180 119-160
S2 119-077 119-077 119-170
S3 118-287 119-023 119-160
S4 118-177 118-233 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-300 119-130 0-170 0.4% 0-077 0.2% 94% True False 365,367
10 119-300 119-020 0-280 0.7% 0-084 0.2% 96% True False 190,153
20 119-300 118-060 1-240 1.5% 0-085 0.2% 98% True False 98,182
40 119-300 117-250 2-050 1.8% 0-065 0.2% 99% True False 49,487
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 121-140
2.618 120-276
1.618 120-163
1.000 120-093
0.618 120-050
HIGH 119-300
0.618 119-257
0.500 119-244
0.382 119-230
LOW 119-187
0.618 119-117
1.000 119-074
1.618 119-004
2.618 118-211
4.250 118-027
Fisher Pivots for day following 28-May-2014
Pivot 1 day 3 day
R1 119-274 119-268
PP 119-259 119-247
S1 119-244 119-225

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

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