ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 119-297 119-287 -0-010 0.0% 120-065
High 120-050 120-025 -0-025 -0.1% 120-182
Low 119-290 119-257 -0-033 -0.1% 119-257
Close 119-300 120-007 0-027 0.1% 119-300
Range 0-080 0-088 0-008 10.0% 0-245
ATR 0-148 0-144 -0-004 -2.9% 0-000
Volume 674,016 443,942 -230,074 -34.1% 3,210,715
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-254 120-218 120-055
R3 120-166 120-130 120-031
R2 120-078 120-078 120-023
R1 120-042 120-042 120-015 120-060
PP 119-310 119-310 119-310 119-318
S1 119-274 119-274 119-319 119-292
S2 119-222 119-222 119-311
S3 119-134 119-186 119-303
S4 119-046 119-098 119-279
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 122-128 121-299 120-115
R3 121-203 121-054 120-047
R2 120-278 120-278 120-025
R1 120-129 120-129 120-002 120-081
PP 120-033 120-033 120-033 120-009
S1 119-204 119-204 119-278 119-156
S2 119-108 119-108 119-255
S3 118-183 118-279 119-233
S4 117-258 118-034 119-165
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-182 119-257 0-245 0.6% 0-117 0.3% 29% False True 607,278
10 121-225 119-245 1-300 1.6% 0-188 0.5% 13% False False 999,027
20 121-225 118-052 3-173 2.9% 0-158 0.4% 53% False False 943,025
40 121-225 117-210 4-015 3.4% 0-126 0.3% 58% False False 857,713
60 121-225 117-210 4-015 3.4% 0-109 0.3% 58% False False 636,724
80 121-225 117-210 4-015 3.4% 0-094 0.2% 58% False False 477,994
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-079
2.618 120-255
1.618 120-167
1.000 120-113
0.618 120-079
HIGH 120-025
0.618 119-311
0.500 119-301
0.382 119-291
LOW 119-257
0.618 119-203
1.000 119-169
1.618 119-115
2.618 119-027
4.250 118-203
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 119-318 120-017
PP 119-310 120-014
S1 119-301 120-010

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

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