ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 119-155 119-172 0-017 0.0% 119-180
High 119-197 119-242 0-045 0.1% 119-252
Low 119-077 119-140 0-063 0.2% 119-067
Close 119-182 119-150 -0-032 -0.1% 119-182
Range 0-120 0-102 -0-018 -15.0% 0-185
ATR 0-118 0-117 -0-001 -1.0% 0-000
Volume 560,194 508,224 -51,970 -9.3% 2,036,874
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-163 120-099 119-206
R3 120-061 119-317 119-178
R2 119-279 119-279 119-169
R1 119-215 119-215 119-159 119-196
PP 119-177 119-177 119-177 119-168
S1 119-113 119-113 119-141 119-094
S2 119-075 119-075 119-131
S3 118-293 119-011 119-122
S4 118-191 118-229 119-094
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 121-082 120-317 119-284
R3 120-217 120-132 119-233
R2 120-032 120-032 119-216
R1 119-267 119-267 119-199 119-310
PP 119-167 119-167 119-167 119-188
S1 119-082 119-082 119-165 119-124
S2 118-302 118-302 119-148
S3 118-117 118-217 119-131
S4 117-252 118-032 119-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-242 119-067 0-175 0.5% 0-087 0.2% 47% True False 404,747
10 119-252 119-015 0-237 0.6% 0-099 0.3% 57% False False 503,897
20 120-182 119-015 1-167 1.3% 0-109 0.3% 28% False False 568,365
40 121-225 118-025 3-200 3.0% 0-129 0.3% 38% False False 770,656
60 121-225 117-210 4-015 3.4% 0-115 0.3% 45% False False 771,673
80 121-225 117-210 4-015 3.4% 0-108 0.3% 45% False False 581,854
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 True
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-036
2.618 120-189
1.618 120-087
1.000 120-024
0.618 119-305
HIGH 119-242
0.618 119-203
0.500 119-191
0.382 119-179
LOW 119-140
0.618 119-077
1.000 119-038
1.618 118-295
2.618 118-193
4.250 118-026
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 119-191 119-160
PP 119-177 119-156
S1 119-164 119-153

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

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