ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 118-070 118-030 -0-040 -0.1% 118-080
High 118-070 118-080 0-010 0.0% 118-130
Low 118-030 118-030 0-000 0.0% 118-030
Close 118-040 118-080 0-040 0.1% 118-080
Range 0-040 0-050 0-010 25.0% 0-100
ATR 0-063 0-062 -0-001 -1.4% 0-000
Volume 1,187 2,132 945 79.6% 15,354
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-213 118-197 118-108
R3 118-163 118-147 118-094
R2 118-113 118-113 118-089
R1 118-097 118-097 118-085 118-105
PP 118-063 118-063 118-063 118-068
S1 118-047 118-047 118-075 118-055
S2 118-013 118-013 118-071
S3 117-283 117-317 118-066
S4 117-233 117-267 118-052
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-060 119-010 118-135
R3 118-280 118-230 118-108
R2 118-180 118-180 118-098
R1 118-130 118-130 118-089 118-130
PP 118-080 118-080 118-080 118-080
S1 118-030 118-030 118-071 118-030
S2 117-300 117-300 118-062
S3 117-200 117-250 118-052
S4 117-100 117-150 118-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-130 118-030 0-100 0.3% 0-040 0.1% 50% False True 3,070
10 118-170 118-020 0-150 0.4% 0-034 0.1% 40% False False 1,854
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 0-002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-292
2.618 118-211
1.618 118-161
1.000 118-130
0.618 118-111
HIGH 118-080
0.618 118-061
0.500 118-055
0.382 118-049
LOW 118-030
0.618 117-319
1.000 117-300
1.618 117-269
2.618 117-219
4.250 117-138
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 118-072 118-080
PP 118-063 118-080
S1 118-055 118-080

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

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