ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Aug-2014
Day Change Summary
Previous Current
14-Aug-2014 15-Aug-2014 Change Change % Previous Week
Open 118-280 118-290 0-010 0.0% 118-200
High 119-030 119-120 0-090 0.2% 119-120
Low 118-280 118-290 0-010 0.0% 118-180
Close 118-310 119-040 0-050 0.1% 119-040
Range 0-070 0-150 0-080 114.3% 0-260
ATR 0-076 0-082 0-005 6.9% 0-000
Volume 6,071 8,605 2,534 41.7% 36,893
Daily Pivots for day following 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-173 120-097 119-122
R3 120-023 119-267 119-081
R2 119-193 119-193 119-068
R1 119-117 119-117 119-054 119-155
PP 119-043 119-043 119-043 119-062
S1 118-287 118-287 119-026 119-005
S2 118-213 118-213 119-012
S3 118-063 118-137 118-319
S4 117-233 117-307 118-278
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-147 121-033 119-183
R3 120-207 120-093 119-112
R2 119-267 119-267 119-088
R1 119-153 119-153 119-064 119-210
PP 119-007 119-007 119-007 119-035
S1 118-213 118-213 119-016 118-270
S2 118-067 118-067 118-312
S3 117-127 117-273 118-288
S4 116-187 117-013 118-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-120 118-180 0-260 0.7% 0-080 0.2% 69% True False 7,378
10 119-120 118-100 1-020 0.9% 0-082 0.2% 76% True False 5,707
20 119-120 117-230 1-210 1.4% 0-078 0.2% 85% True False 4,319
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 0-015
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121-118
2.618 120-193
1.618 120-043
1.000 119-270
0.618 119-213
HIGH 119-120
0.618 119-063
0.500 119-045
0.382 119-027
LOW 118-290
0.618 118-197
1.000 118-140
1.618 118-047
2.618 117-217
4.250 116-292
Fisher Pivots for day following 15-Aug-2014
Pivot 1 day 3 day
R1 119-045 119-027
PP 119-043 119-013
S1 119-042 119-000

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

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