ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 119-190 120-002 0-132 0.3% 118-165
High 120-010 120-060 0-050 0.1% 119-220
Low 119-177 119-245 0-068 0.2% 118-150
Close 119-282 120-000 0-038 0.1% 119-145
Range 0-153 0-135 -0-018 -11.8% 1-070
ATR 0-114 0-115 0-002 1.3% 0-000
Volume 288,033 1,065,596 777,563 270.0% 4,614,587
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-080 121-015 120-074
R3 120-265 120-200 120-037
R2 120-130 120-130 120-025
R1 120-065 120-065 120-012 120-030
PP 119-315 119-315 119-315 119-298
S1 119-250 119-250 119-308 119-215
S2 119-180 119-180 119-295
S3 119-045 119-115 119-283
S4 118-230 118-300 119-246
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 122-275 122-120 120-040
R3 121-205 121-050 119-252
R2 120-135 120-135 119-216
R1 119-300 119-300 119-181 120-058
PP 119-065 119-065 119-065 119-104
S1 118-230 118-230 119-109 118-308
S2 117-315 117-315 119-074
S3 116-245 117-160 119-038
S4 115-175 116-090 118-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-060 118-297 1-083 1.0% 0-143 0.4% 85% True False 900,058
10 120-060 118-092 1-288 1.6% 0-135 0.4% 90% True False 916,951
20 120-060 117-210 2-170 2.1% 0-114 0.3% 93% True False 851,821
40 120-060 117-210 2-170 2.1% 0-098 0.3% 93% True False 730,165
60 120-060 117-210 2-170 2.1% 0-091 0.2% 93% True False 488,383
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-314
2.618 121-093
1.618 120-278
1.000 120-195
0.618 120-143
HIGH 120-060
0.618 120-008
0.500 119-312
0.382 119-297
LOW 119-245
0.618 119-162
1.000 119-110
1.618 119-027
2.618 118-212
4.250 117-311
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 119-318 119-289
PP 119-315 119-257
S1 119-312 119-226

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

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