ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 118-115 118-252 0-137 0.4% 117-305
High 118-260 118-295 0-035 0.1% 118-150
Low 118-092 118-210 0-118 0.3% 117-300
Close 118-240 118-215 -0-025 -0.1% 118-052
Range 0-168 0-085 -0-083 -49.4% 0-170
ATR 0-094 0-094 -0-001 -0.7% 0-000
Volume 1,101,160 995,919 -105,241 -9.6% 3,584,015
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-175 119-120 118-262
R3 119-090 119-035 118-238
R2 119-005 119-005 118-231
R1 118-270 118-270 118-223 118-255
PP 118-240 118-240 118-240 118-232
S1 118-185 118-185 118-207 118-170
S2 118-155 118-155 118-199
S3 118-070 118-100 118-192
S4 117-305 118-015 118-168
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-251 119-161 118-146
R3 119-081 118-311 118-099
R2 118-231 118-231 118-083
R1 118-141 118-141 118-068 118-186
PP 118-061 118-061 118-061 118-083
S1 117-291 117-291 118-036 118-016
S2 117-211 117-211 118-021
S3 117-041 117-121 118-005
S4 116-191 116-271 117-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-295 118-030 0-265 0.7% 0-104 0.3% 70% True False 908,511
10 118-295 117-210 1-085 1.1% 0-092 0.2% 80% True False 783,115
20 118-295 117-210 1-085 1.1% 0-093 0.2% 80% True False 801,309
40 119-120 117-210 1-230 1.4% 0-087 0.2% 59% False False 554,853
60 119-120 117-210 1-230 1.4% 0-076 0.2% 59% False False 370,704
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-016
2.618 119-198
1.618 119-113
1.000 119-060
0.618 119-028
HIGH 118-295
0.618 118-263
0.500 118-252
0.382 118-242
LOW 118-210
0.618 118-157
1.000 118-125
1.618 118-072
2.618 117-307
4.250 117-169
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 118-252 118-201
PP 118-240 118-187
S1 118-228 118-174

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

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