ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 118-060 118-040 -0-020 -0.1% 118-080
High 118-080 118-080 0-000 0.0% 118-130
Low 118-020 118-040 0-020 0.1% 118-030
Close 118-040 118-070 0-030 0.1% 118-080
Range 0-060 0-040 -0-020 -33.3% 0-100
ATR 0-062 0-060 -0-002 -2.5% 0-000
Volume 3,179 3,532 353 11.1% 15,354
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-183 118-167 118-092
R3 118-143 118-127 118-081
R2 118-103 118-103 118-077
R1 118-087 118-087 118-074 118-095
PP 118-063 118-063 118-063 118-068
S1 118-047 118-047 118-066 118-055
S2 118-023 118-023 118-063
S3 117-303 118-007 118-059
S4 117-263 117-287 118-048
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
5 118-130 118-020 0-110 0.3% 0-044 0.1% 45% False False 2,366
10 118-170 118-020 0-150 0.4% 0-043 0.1% 33% False False 2,466
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-250
2.618 118-185
1.618 118-145
1.000 118-120
0.618 118-105
HIGH 118-080
0.618 118-065
0.500 118-060
0.382 118-055
LOW 118-040
0.618 118-015
1.000 118-000
1.618 117-295
2.618 117-255
4.250 117-190
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 118-067 118-063
PP 118-063 118-057
S1 118-060 118-050

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

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