ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 118-160 118-160 0-000 0.0% 118-060
High 118-170 118-200 0-030 0.1% 118-150
Low 118-100 118-150 0-050 0.1% 117-230
Close 118-140 118-160 0-020 0.1% 118-120
Range 0-070 0-050 -0-020 -28.6% 0-240
ATR 0-076 0-075 -0-001 -1.5% 0-000
Volume 3,908 5,934 2,026 51.8% 13,971
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-000 118-290 118-188
R3 118-270 118-240 118-174
R2 118-220 118-220 118-169
R1 118-190 118-190 118-165 118-185
PP 118-170 118-170 118-170 118-168
S1 118-140 118-140 118-155 118-135
S2 118-120 118-120 118-151
S3 118-070 118-090 118-146
S4 118-020 118-040 118-132
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
5 118-200 117-230 0-290 0.8% 0-092 0.2% 86% True False 3,787
10 118-200 117-230 0-290 0.8% 0-082 0.2% 86% True False 2,951
20 118-200 117-230 0-290 0.8% 0-055 0.1% 86% True False 2,404
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-092
2.618 119-011
1.618 118-281
1.000 118-250
0.618 118-231
HIGH 118-200
0.618 118-181
0.500 118-175
0.382 118-169
LOW 118-150
0.618 118-119
1.000 118-100
1.618 118-069
2.618 118-019
4.250 117-258
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 118-175 118-157
PP 118-170 118-153
S1 118-165 118-150

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

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