ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 119-062 119-055 -0-007 0.0% 119-225
High 119-062 119-070 0-008 0.0% 119-250
Low 119-000 119-000 0-000 0.0% 119-065
Close 119-020 119-022 0-002 0.0% 119-157
Range 0-062 0-070 0-008 12.9% 0-185
ATR 0-091 0-090 -0-002 -1.7% 0-000
Volume 8,163 3,292 -4,871 -59.7% 310,516
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-241 119-201 119-060
R3 119-171 119-131 119-041
R2 119-101 119-101 119-035
R1 119-061 119-061 119-028 119-046
PP 119-031 119-031 119-031 119-023
S1 118-311 118-311 119-016 118-296
S2 118-281 118-281 119-009
S3 118-211 118-241 119-003
S4 118-141 118-171 118-304
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 121-072 120-300 119-259
R3 120-207 120-115 119-208
R2 120-022 120-022 119-191
R1 119-250 119-250 119-174 119-204
PP 119-157 119-157 119-157 119-134
S1 119-065 119-065 119-140 119-018
S2 118-292 118-292 119-123
S3 118-107 118-200 119-106
S4 117-242 118-015 119-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-250 119-000 0-250 0.7% 0-093 0.2% 9% False True 13,804
10 119-250 119-000 0-250 0.7% 0-093 0.2% 9% False True 149,926
20 120-070 119-000 1-070 1.0% 0-086 0.2% 6% False True 510,400
40 120-070 118-195 1-195 1.4% 0-090 0.2% 29% False False 598,749
60 120-070 118-180 1-210 1.4% 0-091 0.2% 31% False False 604,459
80 120-070 118-180 1-210 1.4% 0-090 0.2% 31% False False 590,877
100 120-070 118-030 2-040 1.8% 0-087 0.2% 46% False False 474,008
120 120-070 117-250 2-140 2.0% 0-078 0.2% 53% False False 395,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-048
2.618 119-253
1.618 119-183
1.000 119-140
0.618 119-113
HIGH 119-070
0.618 119-043
0.500 119-035
0.382 119-027
LOW 119-000
0.618 118-277
1.000 118-250
1.618 118-207
2.618 118-137
4.250 118-022
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 119-035 119-048
PP 119-031 119-040
S1 119-026 119-031

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

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