ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 22-Jul-2014
Day Change Summary
Previous Current
21-Jul-2014 22-Jul-2014 Change Change % Previous Week
Open 118-080 118-050 -0-030 -0.1% 118-090
High 118-080 118-100 0-020 0.1% 118-170
Low 118-050 118-050 0-000 0.0% 118-020
Close 118-050 118-100 0-050 0.1% 118-080
Range 0-030 0-050 0-020 66.7% 0-150
ATR 0-000 0-063 0-063 0-000
Volume 5,124 5,108 -16 -0.3% 3,186
Daily Pivots for day following 22-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-233 118-217 118-128
R3 118-183 118-167 118-114
R2 118-133 118-133 118-109
R1 118-117 118-117 118-105 118-125
PP 118-083 118-083 118-083 118-088
S1 118-067 118-067 118-095 118-075
S2 118-033 118-033 118-091
S3 117-303 118-017 118-086
S4 117-253 117-287 118-072
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-220 119-140 118-162
R3 119-070 118-310 118-121
R2 118-240 118-240 118-108
R1 118-160 118-160 118-094 118-125
PP 118-090 118-090 118-090 118-072
S1 118-010 118-010 118-066 117-295
S2 117-260 117-260 118-052
S3 117-110 117-180 118-039
S4 116-280 117-030 117-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-170 118-020 0-150 0.4% 0-042 0.1% 53% False False 2,567
10 118-170 117-290 0-200 0.5% 0-035 0.1% 65% False False 1,694
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-312
2.618 118-231
1.618 118-181
1.000 118-150
0.618 118-131
HIGH 118-100
0.618 118-081
0.500 118-075
0.382 118-069
LOW 118-050
0.618 118-019
1.000 118-000
1.618 117-289
2.618 117-239
4.250 117-158
Fisher Pivots for day following 22-Jul-2014
Pivot 1 day 3 day
R1 118-092 118-095
PP 118-083 118-090
S1 118-075 118-085

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

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