ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 118-025 118-000 -0-025 -0.1% 118-170
High 118-035 118-050 0-015 0.0% 118-230
Low 117-295 117-302 0-007 0.0% 117-295
Close 117-312 118-032 0-040 0.1% 117-312
Range 0-060 0-068 0-008 13.3% 0-255
ATR 0-084 0-083 -0-001 -1.4% 0-000
Volume 937,124 536,324 -400,800 -42.8% 3,849,731
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-225 118-197 118-069
R3 118-157 118-129 118-051
R2 118-089 118-089 118-044
R1 118-061 118-061 118-038 118-075
PP 118-021 118-021 118-021 118-028
S1 117-313 117-313 118-026 118-007
S2 117-273 117-273 118-020
S3 117-205 117-245 118-013
S4 117-137 117-177 117-315
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-191 120-026 118-132
R3 119-256 119-091 118-062
R2 119-001 119-001 118-039
R1 118-156 118-156 118-015 118-111
PP 118-066 118-066 118-066 118-043
S1 117-221 117-221 117-289 117-176
S2 117-131 117-131 117-265
S3 116-196 116-286 117-242
S4 115-261 116-031 117-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-125 117-295 0-150 0.4% 0-067 0.2% 38% False False 752,323
10 118-277 117-295 0-302 0.8% 0-095 0.3% 19% False False 763,089
20 119-040 117-295 1-065 1.0% 0-080 0.2% 15% False False 573,439
40 119-120 117-230 1-210 1.4% 0-079 0.2% 23% False False 288,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-019
2.618 118-228
1.618 118-160
1.000 118-118
0.618 118-092
HIGH 118-050
0.618 118-024
0.500 118-016
0.382 118-008
LOW 117-302
0.618 117-260
1.000 117-234
1.618 117-192
2.618 117-124
4.250 117-013
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 118-027 118-032
PP 118-021 118-031
S1 118-016 118-031

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

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