ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 118-182 118-227 0-045 0.1% 119-010
High 118-235 118-275 0-040 0.1% 119-040
Low 118-177 118-220 0-043 0.1% 118-130
Close 118-220 118-257 0-037 0.1% 118-170
Range 0-058 0-055 -0-003 -5.2% 0-230
ATR 0-077 0-075 -0-002 -2.0% 0-000
Volume 1,170,847 712,267 -458,580 -39.2% 176,957
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-096 119-071 118-287
R3 119-041 119-016 118-272
R2 118-306 118-306 118-267
R1 118-281 118-281 118-262 118-294
PP 118-251 118-251 118-251 118-257
S1 118-226 118-226 118-252 118-238
S2 118-196 118-196 118-247
S3 118-141 118-171 118-242
S4 118-086 118-116 118-227
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-270 120-130 118-296
R3 120-040 119-220 118-233
R2 119-130 119-130 118-212
R1 118-310 118-310 118-191 118-265
PP 118-220 118-220 118-220 118-198
S1 118-080 118-080 118-149 118-035
S2 117-310 117-310 118-128
S3 117-080 117-170 118-107
S4 116-170 116-260 118-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-275 118-130 0-145 0.4% 0-068 0.2% 88% True False 609,790
10 119-120 118-130 0-310 0.8% 0-076 0.2% 41% False False 317,903
20 119-120 117-270 1-170 1.3% 0-082 0.2% 63% False False 161,577
40 119-120 117-230 1-210 1.4% 0-062 0.2% 65% False False 81,589
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-189
2.618 119-099
1.618 119-044
1.000 119-010
0.618 118-309
HIGH 118-275
0.618 118-254
0.500 118-248
0.382 118-241
LOW 118-220
0.618 118-186
1.000 118-165
1.618 118-131
2.618 118-076
4.250 117-306
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 118-254 118-243
PP 118-251 118-230
S1 118-248 118-216

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

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