ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 118-117 118-060 -0-057 -0.2% 118-255
High 118-125 118-077 -0-048 -0.1% 118-277
Low 118-047 118-017 -0-030 -0.1% 118-090
Close 118-065 118-037 -0-028 -0.1% 118-182
Range 0-078 0-060 -0-018 -23.1% 0-187
ATR 0-089 0-087 -0-002 -2.3% 0-000
Volume 845,004 710,185 -134,819 -16.0% 3,244,842
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-224 118-190 118-070
R3 118-164 118-130 118-054
R2 118-104 118-104 118-048
R1 118-070 118-070 118-042 118-057
PP 118-044 118-044 118-044 118-037
S1 118-010 118-010 118-032 117-317
S2 117-304 117-304 118-026
S3 117-244 117-270 118-020
S4 117-184 117-210 118-004
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
5 118-277 118-017 0-260 0.7% 0-110 0.3% 8% False True 797,298
10 118-280 118-017 0-263 0.7% 0-091 0.2% 8% False True 797,504
20 119-120 118-017 1-103 1.1% 0-086 0.2% 5% False True 464,241
40 119-120 117-230 1-210 1.4% 0-078 0.2% 24% False False 233,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-012
2.618 118-234
1.618 118-174
1.000 118-137
0.618 118-114
HIGH 118-077
0.618 118-054
0.500 118-047
0.382 118-040
LOW 118-017
0.618 117-300
1.000 117-277
1.618 117-240
2.618 117-180
4.250 117-082
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 118-047 118-124
PP 118-044 118-095
S1 118-040 118-066

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

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