ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 118-187 118-137 -0-050 -0.1% 118-255
High 118-237 118-277 0-040 0.1% 118-277
Low 118-110 118-095 -0-015 0.0% 118-090
Close 118-130 118-182 0-052 0.1% 118-182
Range 0-127 0-182 0-055 43.3% 0-187
ATR 0-081 0-088 0-007 8.9% 0-000
Volume 847,252 959,612 112,360 13.3% 3,244,842
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-091 119-318 118-282
R3 119-229 119-136 118-232
R2 119-047 119-047 118-215
R1 118-274 118-274 118-199 119-000
PP 118-185 118-185 118-185 118-208
S1 118-092 118-092 118-165 118-138
S2 118-003 118-003 118-149
S3 117-141 117-230 118-132
S4 116-279 117-048 118-082
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-104 120-010 118-285
R3 119-237 119-143 118-233
R2 119-050 119-050 118-216
R1 118-276 118-276 118-199 118-230
PP 118-183 118-183 118-183 118-160
S1 118-089 118-089 118-165 118-042
S2 117-316 117-316 118-148
S3 117-129 117-222 118-131
S4 116-262 117-035 118-079
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% 0-111 0.3% 48% False False 782,460
10 118-280 118-090 0-190 0.5% 0-090 0.2% 48% False False 696,125
20 119-120 118-090 1-030 0.9% 0-085 0.2% 26% False False 356,126
40 119-120 117-230 1-210 1.4% 0-072 0.2% 51% False False 179,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 121-090
2.618 120-113
1.618 119-251
1.000 119-139
0.618 119-069
HIGH 118-277
0.618 118-207
0.500 118-186
0.382 118-165
LOW 118-095
0.618 117-303
1.000 117-233
1.618 117-121
2.618 116-259
4.250 115-282
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 118-186 118-184
PP 118-185 118-183
S1 118-183 118-182

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

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