ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 118-255 118-175 -0-080 -0.2% 118-170
High 118-262 118-192 -0-070 -0.2% 118-280
Low 118-167 118-090 -0-077 -0.2% 118-140
Close 118-170 118-167 -0-003 0.0% 118-267
Range 0-095 0-102 0-007 7.4% 0-140
ATR 0-075 0-077 0-002 2.5% 0-000
Volume 754,361 683,617 -70,744 -9.4% 3,660,927
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-136 119-093 118-223
R3 119-034 118-311 118-195
R2 118-252 118-252 118-186
R1 118-209 118-209 118-176 118-180
PP 118-150 118-150 118-150 118-135
S1 118-107 118-107 118-158 118-078
S2 118-048 118-048 118-148
S3 117-266 118-005 118-139
S4 117-164 117-223 118-111
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-009 119-278 119-024
R3 119-189 119-138 118-306
R2 119-049 119-049 118-293
R1 118-318 118-318 118-280 119-024
PP 118-229 118-229 118-229 118-242
S1 118-178 118-178 118-254 118-204
S2 118-089 118-089 118-241
S3 117-269 118-038 118-228
S4 117-129 117-218 118-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-280 118-090 0-190 0.5% 0-072 0.2% 41% False True 797,710
10 119-000 118-090 0-230 0.6% 0-076 0.2% 33% False True 525,162
20 119-120 118-090 1-030 0.9% 0-077 0.2% 22% False True 266,332
40 119-120 117-230 1-210 1.4% 0-067 0.2% 48% False False 134,224
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 0-013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-306
2.618 119-139
1.618 119-037
1.000 118-294
0.618 118-255
HIGH 118-192
0.618 118-153
0.500 118-141
0.382 118-129
LOW 118-090
0.618 118-027
1.000 117-308
1.618 117-245
2.618 117-143
4.250 116-296
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 118-158 118-185
PP 118-150 118-179
S1 118-141 118-173

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

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