ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 21-Nov-2014
Day Change Summary
Previous Current
20-Nov-2014 21-Nov-2014 Change Change % Previous Week
Open 119-135 119-170 0-035 0.1% 119-172
High 119-227 119-215 -0-012 0.0% 119-242
Low 119-135 119-142 0-007 0.0% 119-105
Close 119-180 119-207 0-027 0.1% 119-207
Range 0-092 0-073 -0-019 -20.7% 0-137
ATR 0-109 0-107 -0-003 -2.4% 0-000
Volume 908,200 665,832 -242,368 -26.7% 3,251,233
Daily Pivots for day following 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-087 120-060 119-247
R3 120-014 119-307 119-227
R2 119-261 119-261 119-220
R1 119-234 119-234 119-214 119-248
PP 119-188 119-188 119-188 119-195
S1 119-161 119-161 119-200 119-174
S2 119-115 119-115 119-194
S3 119-042 119-088 119-187
S4 118-289 119-015 119-167
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 120-276 120-218 119-282
R3 120-139 120-081 119-245
R2 120-002 120-002 119-232
R1 119-264 119-264 119-220 119-293
PP 119-185 119-185 119-185 119-199
S1 119-127 119-127 119-194 119-156
S2 119-048 119-048 119-182
S3 118-231 118-310 119-169
S4 118-094 118-173 119-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-242 119-105 0-137 0.4% 0-079 0.2% 74% False False 650,246
10 119-252 119-067 0-185 0.5% 0-088 0.2% 76% False False 528,810
20 120-025 119-015 1-010 0.9% 0-099 0.3% 58% False False 575,893
40 121-225 118-042 3-183 3.0% 0-128 0.3% 42% False False 764,879
60 121-225 117-210 4-015 3.4% 0-116 0.3% 49% False False 767,498
80 121-225 117-210 4-015 3.4% 0-108 0.3% 49% False False 616,018
100 121-225 117-210 4-015 3.4% 0-095 0.2% 49% False False 493,135
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-205
2.618 120-086
1.618 120-013
1.000 119-288
0.618 119-260
HIGH 119-215
0.618 119-187
0.500 119-178
0.382 119-170
LOW 119-142
0.618 119-097
1.000 119-069
1.618 119-024
2.618 118-271
4.250 118-152
Fisher Pivots for day following 21-Nov-2014
Pivot 1 day 3 day
R1 119-198 119-193
PP 119-188 119-180
S1 119-178 119-166

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

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