ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 118-175 118-187 0-012 0.0% 118-170
High 118-192 118-237 0-045 0.1% 118-280
Low 118-090 118-110 0-020 0.1% 118-140
Close 118-167 118-130 -0-037 -0.1% 118-267
Range 0-102 0-127 0-025 24.5% 0-140
ATR 0-077 0-081 0-004 4.6% 0-000
Volume 683,617 847,252 163,635 23.9% 3,660,927
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-220 119-142 118-200
R3 119-093 119-015 118-165
R2 118-286 118-286 118-153
R1 118-208 118-208 118-142 118-184
PP 118-159 118-159 118-159 118-147
S1 118-081 118-081 118-118 118-056
S2 118-032 118-032 118-107
S3 117-225 117-274 118-095
S4 117-098 117-147 118-060
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% 0-086 0.2% 21% False False 732,991
10 118-280 118-090 0-190 0.5% 0-076 0.2% 21% False False 608,877
20 119-120 118-090 1-030 0.9% 0-081 0.2% 11% False False 308,398
40 119-120 117-230 1-210 1.4% 0-068 0.2% 42% False False 155,401
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 0-018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-137
2.618 119-249
1.618 119-122
1.000 119-044
0.618 118-315
HIGH 118-237
0.618 118-188
0.500 118-174
0.382 118-159
LOW 118-110
0.618 118-032
1.000 117-303
1.618 117-225
2.618 117-098
4.250 116-210
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 118-174 118-176
PP 118-159 118-161
S1 118-144 118-145

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

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