ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	119-170	119-210	0-040	0.1%	119-172
High	119-215	119-242	0-027	0.1%	119-242
Low	119-142	119-167	0-025	0.1%	119-105
Close	119-207	119-227	0-020	0.1%	119-207
Range	0-073	0-075	0-002	2.7%	0-137
ATR	0-107	0-104	-0-002	-2.1%	0-000
Volume	665,832	1,093,658	427,826	64.3%	3,251,233

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	120-117	120-087	119-268
R3	120-042	120-012	119-248
R2	119-287	119-287	119-241
R1	119-257	119-257	119-234	119-272
PP	119-212	119-212	119-212	119-220
S1	119-182	119-182	119-220	119-197
S2	119-137	119-137	119-213
S3	119-062	119-107	119-206
S4	118-307	119-032	119-186

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%	0-074	0.2%	89%	True	False	767,333
10	119-242	119-067	0-175	0.5%	0-081	0.2%	91%	True	False	586,040
20	120-020	119-015	1-005	0.8%	0-098	0.3%	65%	False	False	608,379
40	121-225	118-052	3-173	3.0%	0-128	0.3%	44%	False	False	775,702
60	121-225	117-210	4-015	3.4%	0-117	0.3%	51%	False	False	774,602
80	121-225	117-210	4-015	3.4%	0-106	0.3%	51%	False	False	629,638
100	121-225	117-210	4-015	3.4%	0-095	0.2%	51%	False	False	504,071

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-241
2.618	120-118
1.618	120-043
1.000	119-317
0.618	119-288
HIGH	119-242
0.618	119-213
0.500	119-204
0.382	119-196
LOW	119-167
0.618	119-121
1.000	119-092
1.618	119-046
2.618	118-291
4.250	118-168

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	119-220	119-214
PP	119-212	119-201
S1	119-204	119-188

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