ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 01-Aug-2014
Day Change Summary
Previous Current
31-Jul-2014 01-Aug-2014 Change Change % Previous Week
Open 117-280 117-270 -0-010 0.0% 118-060
High 117-300 118-150 0-170 0.5% 118-150
Low 117-230 117-270 0-040 0.1% 117-230
Close 117-290 118-120 0-150 0.4% 118-120
Range 0-070 0-200 0-130 185.7% 0-240
ATR 0-068 0-077 0-009 13.8% 0-000
Volume 2,669 4,042 1,373 51.4% 13,971
Daily Pivots for day following 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-033 119-277 118-230
R3 119-153 119-077 118-175
R2 118-273 118-273 118-157
R1 118-197 118-197 118-138 118-235
PP 118-073 118-073 118-073 118-092
S1 117-317 117-317 118-102 118-035
S2 117-193 117-193 118-083
S3 116-313 117-117 118-065
S4 116-113 116-237 118-010
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-140 120-050 118-252
R3 119-220 119-130 118-186
R2 118-300 118-300 118-164
R1 118-210 118-210 118-142 118-255
PP 118-060 118-060 118-060 118-082
S1 117-290 117-290 118-098 118-015
S2 117-140 117-140 118-076
S3 116-220 117-050 118-054
S4 115-300 116-130 117-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-150 117-230 0-240 0.6% 0-108 0.3% 88% True False 2,794
10 118-150 117-230 0-240 0.6% 0-074 0.2% 88% True False 2,932
20 118-170 117-230 0-260 0.7% 0-051 0.1% 81% False False 1,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 121-040
2.618 120-034
1.618 119-154
1.000 119-030
0.618 118-274
HIGH 118-150
0.618 118-074
0.500 118-050
0.382 118-026
LOW 117-270
0.618 117-146
1.000 117-070
1.618 116-266
2.618 116-066
4.250 115-060
Fisher Pivots for day following 01-Aug-2014
Pivot 1 day 3 day
R1 118-097 118-090
PP 118-073 118-060
S1 118-050 118-030

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

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