ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 18-Jul-2014

Day Change Summary
	Previous	Current
	17-Jul-2014	18-Jul-2014	Change	Change %	Previous Week
Open	119-020	119-130	0-110	0.3%	119-115
High	119-142	119-157	0-015	0.0%	119-157
Low	119-017	119-045	0-028	0.1%	118-310
Close	119-085	119-060	-0-025	-0.1%	119-060
Range	0-125	0-112	-0-013	-10.4%	0-167
ATR	0-095	0-096	0-001	1.3%	0-000
Volume	841,700	567,923	-273,777	-32.5%	3,084,506

Daily Pivots for day following 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-103	120-034	119-122
R3	119-311	119-242	119-091
R2	119-199	119-199	119-081
R1	119-130	119-130	119-070	119-108
PP	119-087	119-087	119-087	119-077
S1	119-018	119-018	119-050	118-316
S2	118-295	118-295	119-039
S3	118-183	118-226	119-029
S4	118-071	118-114	118-318

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-250	120-162	119-152
R3	120-083	119-315	119-106
R2	119-236	119-236	119-091
R1	119-148	119-148	119-075	119-108
PP	119-069	119-069	119-069	119-049
S1	118-301	118-301	119-045	118-262
S2	118-222	118-222	119-029
S3	118-055	118-134	119-014
S4	117-208	117-287	118-288

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-157	118-310	0-167	0.4%	0-096	0.3%	42%	True	False	616,901
10	119-172	118-220	0-272	0.7%	0-099	0.3%	59%	False	False	629,148
20	119-172	118-207	0-285	0.7%	0-091	0.2%	61%	False	False	598,477
40	120-015	118-180	1-155	1.2%	0-092	0.2%	42%	False	False	615,439
60	120-015	118-050	1-285	1.6%	0-088	0.2%	55%	False	False	414,337
80	120-015	117-250	2-085	1.9%	0-075	0.2%	62%	False	False	310,831

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-313
2.618	120-130
1.618	120-018
1.000	119-269
0.618	119-226
HIGH	119-157
0.618	119-114
0.500	119-101
0.382	119-088
LOW	119-045
0.618	118-296
1.000	118-253
1.618	118-184
2.618	118-072
4.250	117-209

Fisher Pivots for day following 18-Jul-2014
Pivot	1 day	3 day
R1	119-101	119-074
PP	119-087	119-069
S1	119-074	119-064

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