ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 119-287 119-317 0-030 0.1% 120-065
High 120-025 120-020 -0-005 0.0% 120-182
Low 119-257 119-270 0-013 0.0% 119-257
Close 120-007 119-297 -0-030 -0.1% 119-300
Range 0-088 0-070 -0-018 -20.5% 0-245
ATR 0-144 0-138 -0-005 -3.7% 0-000
Volume 443,942 506,942 63,000 14.2% 3,210,715
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 120-192 120-155 120-016
R3 120-122 120-085 119-316
R2 120-052 120-052 119-310
R1 120-015 120-015 119-303 119-318
PP 119-302 119-302 119-302 119-294
S1 119-265 119-265 119-291 119-248
S2 119-232 119-232 119-284
S3 119-162 119-195 119-278
S4 119-092 119-125 119-258
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
5 120-127 119-257 0-190 0.5% 0-104 0.3% 21% False False 583,343
10 121-225 119-257 1-288 1.6% 0-182 0.5% 7% False False 943,162
20 121-225 118-092 3-133 2.8% 0-158 0.4% 48% False False 930,056
40 121-225 117-210 4-015 3.4% 0-125 0.3% 56% False False 851,527
60 121-225 117-210 4-015 3.4% 0-109 0.3% 56% False False 645,134
80 121-225 117-210 4-015 3.4% 0-095 0.2% 56% False False 484,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 120-318
2.618 120-203
1.618 120-133
1.000 120-090
0.618 120-063
HIGH 120-020
0.618 119-313
0.500 119-305
0.382 119-297
LOW 119-270
0.618 119-227
1.000 119-200
1.618 119-157
2.618 119-087
4.250 118-292
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 119-305 119-314
PP 119-302 119-308
S1 119-300 119-302

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

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