ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 119-117 119-110 -0-007 0.0% 119-287
High 119-157 119-120 -0-037 -0.1% 120-025
Low 119-092 119-060 -0-032 -0.1% 119-105
Close 119-102 119-107 0-005 0.0% 119-137
Range 0-065 0-060 -0-005 -7.7% 0-240
ATR 0-131 0-126 -0-005 -3.9% 0-000
Volume 515,854 523,241 7,387 1.4% 3,171,716
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 119-276 119-251 119-140
R3 119-216 119-191 119-124
R2 119-156 119-156 119-118
R1 119-131 119-131 119-112 119-114
PP 119-096 119-096 119-096 119-087
S1 119-071 119-071 119-102 119-054
S2 119-036 119-036 119-096
S3 118-296 119-011 119-090
S4 118-236 118-271 119-074
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-276 121-126 119-269
R3 121-036 120-206 119-203
R2 120-116 120-116 119-181
R1 119-286 119-286 119-159 119-241
PP 119-196 119-196 119-196 119-173
S1 119-046 119-046 119-115 119-001
S2 118-276 118-276 119-093
S3 118-036 118-126 119-071
S4 117-116 117-206 119-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-217 119-050 0-167 0.4% 0-091 0.2% 34% False False 604,381
10 120-097 119-050 1-047 1.0% 0-105 0.3% 16% False False 611,653
20 121-225 119-050 2-175 2.1% 0-149 0.4% 7% False False 829,660
40 121-225 117-210 4-015 3.4% 0-125 0.3% 41% False False 830,377
60 121-225 117-210 4-015 3.4% 0-112 0.3% 41% False False 708,332
80 121-225 117-210 4-015 3.4% 0-101 0.3% 41% False False 532,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-023
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 120-055
2.618 119-277
1.618 119-217
1.000 119-180
0.618 119-157
HIGH 119-120
0.618 119-097
0.500 119-090
0.382 119-083
LOW 119-060
0.618 119-023
1.000 119-000
1.618 118-283
2.618 118-223
4.250 118-125
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 119-101 119-114
PP 119-096 119-111
S1 119-090 119-109

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

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