ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	119-172	119-160	-0-012	0.0%	119-180
High	119-242	119-200	-0-042	-0.1%	119-252
Low	119-140	119-155	0-015	0.0%	119-067
Close	119-150	119-182	0-032	0.1%	119-182
Range	0-102	0-045	-0-057	-55.9%	0-185
ATR	0-117	0-112	-0-005	-4.1%	0-000
Volume	508,224	416,706	-91,518	-18.0%	2,036,874

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	119-314	119-293	119-207
R3	119-269	119-248	119-194
R2	119-224	119-224	119-190
R1	119-203	119-203	119-186	119-214
PP	119-179	119-179	119-179	119-184
S1	119-158	119-158	119-178	119-168
S2	119-134	119-134	119-174
S3	119-089	119-113	119-170
S4	119-044	119-068	119-157

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	119-077	0-165	0.4%	0-086	0.2%	64%	False	False	470,837
10	119-252	119-015	0-237	0.6%	0-097	0.3%	70%	False	False	493,982
20	120-127	119-015	1-112	1.1%	0-104	0.3%	39%	False	False	557,870
40	121-225	118-025	3-200	3.0%	0-129	0.3%	41%	False	False	766,055
60	121-225	117-210	4-015	3.4%	0-115	0.3%	47%	False	False	776,718
80	121-225	117-210	4-015	3.4%	0-108	0.3%	47%	False	False	587,023

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	120-071
2.618	119-318
1.618	119-273
1.000	119-245
0.618	119-228
HIGH	119-200
0.618	119-183
0.500	119-178
0.382	119-172
LOW	119-155
0.618	119-127
1.000	119-110
1.618	119-082
2.618	119-037
4.250	118-284

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	119-180	119-174
PP	119-179	119-167
S1	119-178	119-160

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols