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

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

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