ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 07-Jul-2014

Day Change Summary
	Previous	Current
	03-Jul-2014	07-Jul-2014	Change	Change %	Previous Week
Open	119-015	118-255	-0-080	-0.2%	119-127
High	119-030	118-282	-0-068	-0.2%	119-150
Low	118-207	118-220	0-013	0.0%	118-207
Close	118-275	118-277	0-002	0.0%	118-275
Range	0-143	0-062	-0-081	-56.6%	0-263
ATR	0-091	0-089	-0-002	-2.3%	0-000
Volume	760,044	393,343	-366,701	-48.2%	2,396,682

Daily Pivots for day following 07-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-126	119-103	118-311
R3	119-064	119-041	118-294
R2	119-002	119-002	118-288
R1	118-299	118-299	118-283	118-310
PP	118-260	118-260	118-260	118-265
S1	118-237	118-237	118-271	118-248
S2	118-198	118-198	118-266
S3	118-136	118-175	118-260
S4	118-074	118-113	118-243

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-146	120-314	119-100
R3	120-203	120-051	119-027
R2	119-260	119-260	119-003
R1	119-108	119-108	118-299	119-052
PP	118-317	118-317	118-317	118-290
S1	118-165	118-165	118-251	118-110
S2	118-054	118-054	118-227
S3	117-111	117-222	118-203
S4	116-168	116-279	118-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-150	118-207	0-263	0.7%	0-085	0.2%	27%	False	False	558,005
10	119-157	118-207	0-270	0.7%	0-081	0.2%	26%	False	False	560,264
20	119-157	118-180	0-297	0.8%	0-089	0.2%	33%	False	False	599,179
40	120-015	118-180	1-155	1.2%	0-088	0.2%	20%	False	False	472,925
60	120-015	118-030	1-305	1.6%	0-079	0.2%	40%	False	False	316,138
80	120-015	117-250	2-085	1.9%	0-063	0.2%	48%	False	False	237,105

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-226
2.618	119-124
1.618	119-062
1.000	119-024
0.618	119-000
HIGH	118-282
0.618	118-258
0.500	118-251
0.382	118-244
LOW	118-220
0.618	118-182
1.000	118-158
1.618	118-120
2.618	118-058
4.250	117-276

Fisher Pivots for day following 07-Jul-2014
Pivot	1 day	3 day
R1	118-268	118-316
PP	118-260	118-303
S1	118-251	118-290

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols