ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 119-260 119-310 0-050 0.1% 119-170
High 120-070 119-315 -0-075 -0.2% 120-070
Low 119-250 119-257 0-007 0.0% 119-147
Close 119-315 119-280 -0-035 -0.1% 119-315
Range 0-140 0-058 -0-082 -58.6% 0-243
ATR 0-096 0-093 -0-003 -2.8% 0-000
Volume 887,943 416,077 -471,866 -53.1% 3,281,485
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-138 120-107 119-312
R3 120-080 120-049 119-296
R2 120-022 120-022 119-291
R1 119-311 119-311 119-285 119-298
PP 119-284 119-284 119-284 119-277
S1 119-253 119-253 119-275 119-240
S2 119-226 119-226 119-269
S3 119-168 119-195 119-264
S4 119-110 119-137 119-248
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 122-053 121-267 120-129
R3 121-130 121-024 120-062
R2 120-207 120-207 120-040
R1 120-101 120-101 120-017 120-154
PP 119-284 119-284 119-284 119-310
S1 119-178 119-178 119-293 119-231
S2 119-041 119-041 119-270
S3 118-118 118-255 119-248
S4 117-195 118-012 119-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 119-150 0-240 0.6% 0-087 0.2% 54% False False 646,792
10 120-070 119-060 1-010 0.9% 0-091 0.2% 67% False False 654,387
20 120-070 118-195 1-195 1.3% 0-092 0.2% 79% False False 695,355
40 120-070 118-195 1-195 1.3% 0-091 0.2% 79% False False 647,249
60 120-070 118-180 1-210 1.4% 0-092 0.2% 79% False False 648,034
80 120-070 118-060 2-010 1.7% 0-089 0.2% 83% False False 490,586
100 120-070 117-250 2-140 2.0% 0-079 0.2% 86% False False 392,557
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-242
2.618 120-147
1.618 120-089
1.000 120-053
0.618 120-031
HIGH 119-315
0.618 119-293
0.500 119-286
0.382 119-279
LOW 119-257
0.618 119-221
1.000 119-199
1.618 119-163
2.618 119-105
4.250 119-010
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 119-286 119-314
PP 119-284 119-302
S1 119-282 119-291

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

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