ECBOT 5 Year T-Note Future September 2014

Trading Metrics calculated at close of trading on 24-Jul-2014

Day Change Summary
	Previous	Current
	23-Jul-2014	24-Jul-2014	Change	Change %	Previous Week
Open	119-080	119-097	0-017	0.0%	119-115
High	119-107	119-102	-0-005	0.0%	119-157
Low	119-067	118-315	-0-072	-0.2%	118-310
Close	119-092	119-015	-0-077	-0.2%	119-060
Range	0-040	0-107	0-067	167.5%	0-167
ATR	0-089	0-090	0-001	1.5%	0-000
Volume	399,569	628,250	228,681	57.2%	3,084,506

Daily Pivots for day following 24-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-038	119-294	119-074
R3	119-251	119-187	119-044
R2	119-144	119-144	119-035
R1	119-080	119-080	119-025	119-058
PP	119-037	119-037	119-037	119-027
S1	118-293	118-293	119-005	118-272
S2	118-250	118-250	118-315
S3	118-143	118-186	118-306
S4	118-036	118-079	118-276

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	118-315	0-162	0.4%	0-080	0.2%	12%	False	True	546,549
10	119-157	118-310	0-167	0.4%	0-085	0.2%	15%	False	False	568,585
20	119-172	118-207	0-285	0.7%	0-090	0.2%	45%	False	False	598,440
40	120-015	118-180	1-155	1.2%	0-092	0.2%	33%	False	False	626,295
60	120-015	118-060	1-275	1.6%	0-090	0.2%	46%	False	False	450,258
80	120-015	117-250	2-085	1.9%	0-078	0.2%	56%	False	False	337,891

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-237
2.618	120-062
1.618	119-275
1.000	119-209
0.618	119-168
HIGH	119-102
0.618	119-061
0.500	119-048
0.382	119-036
LOW	118-315
0.618	118-249
1.000	118-208
1.618	118-142
2.618	118-035
4.250	117-180

Fisher Pivots for day following 24-Jul-2014
Pivot	1 day	3 day
R1	119-048	119-051
PP	119-037	119-039
S1	119-026	119-027

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