ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 117-282 117-270 -0-012 0.0% 118-000
High 117-300 117-312 0-012 0.0% 118-160
Low 117-220 117-210 -0-010 0.0% 117-210
Close 117-270 117-297 0-027 0.1% 117-297
Range 0-080 0-102 0-022 27.5% 0-270
ATR 0-092 0-092 0-001 0.8% 0-000
Volume 993,257 723,017 -270,240 -27.2% 4,108,709
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-259 118-220 118-033
R3 118-157 118-118 118-005
R2 118-055 118-055 117-316
R1 118-016 118-016 117-306 118-036
PP 117-273 117-273 117-273 117-283
S1 117-234 117-234 117-288 117-254
S2 117-171 117-171 117-278
S3 117-069 117-132 117-269
S4 116-287 117-030 117-241
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-179 120-028 118-126
R3 119-229 119-078 118-051
R2 118-279 118-279 118-026
R1 118-128 118-128 118-002 118-068
PP 118-009 118-009 118-009 117-299
S1 117-178 117-178 117-272 117-118
S2 117-059 117-059 117-248
S3 116-109 116-228 117-223
S4 115-159 115-278 117-148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 117-210 0-270 0.7% 0-100 0.3% 32% False True 821,741
10 118-230 117-210 1-020 0.9% 0-087 0.2% 26% False True 795,844
20 118-280 117-210 1-070 1.0% 0-089 0.2% 22% False True 745,984
40 119-120 117-210 1-230 1.5% 0-086 0.2% 16% False True 377,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-106
2.618 118-259
1.618 118-157
1.000 118-094
0.618 118-055
HIGH 117-312
0.618 117-273
0.500 117-261
0.382 117-249
LOW 117-210
0.618 117-147
1.000 117-108
1.618 117-045
2.618 116-263
4.250 116-096
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 117-285 118-025
PP 117-273 118-009
S1 117-261 117-313

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

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