ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 15-Dec-2014
Day Change Summary
Previous Current
12-Dec-2014 15-Dec-2014 Change Change % Previous Week
Open 120-002 120-027 0-025 0.1% 119-105
High 120-067 120-035 -0-032 -0.1% 120-067
Low 119-290 119-277 -0-013 0.0% 119-045
Close 120-027 119-280 -0-067 -0.2% 120-027
Range 0-097 0-078 -0-019 -19.6% 1-022
ATR 0-114 0-112 -0-003 -2.3% 0-000
Volume 6,788 44,546 37,758 556.2% 57,798
Daily Pivots for day following 15-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-218 120-167 120-003
R3 120-140 120-089 119-301
R2 120-062 120-062 119-294
R1 120-011 120-011 119-287 119-318
PP 119-304 119-304 119-304 119-297
S1 119-253 119-253 119-273 119-240
S2 119-226 119-226 119-266
S3 119-148 119-175 119-259
S4 119-070 119-097 119-237
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 123-006 122-198 120-215
R3 121-304 121-176 120-121
R2 120-282 120-282 120-090
R1 120-154 120-154 120-058 120-218
PP 119-260 119-260 119-260 119-292
S1 119-132 119-132 119-316 119-196
S2 118-238 118-238 119-284
S3 117-216 118-110 119-253
S4 116-194 117-088 119-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-067 119-150 0-237 0.6% 0-104 0.3% 55% False False 16,792
10 120-067 119-045 1-022 0.9% 0-110 0.3% 69% False False 25,213
20 120-162 119-045 1-117 1.1% 0-098 0.3% 54% False False 371,627
40 120-182 119-015 1-167 1.3% 0-103 0.3% 54% False False 472,747
60 121-225 117-300 3-245 3.1% 0-118 0.3% 51% False False 639,341
80 121-225 117-210 4-015 3.4% 0-111 0.3% 55% False False 666,002
100 121-225 117-210 4-015 3.4% 0-106 0.3% 55% False False 534,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-046
2.618 120-239
1.618 120-161
1.000 120-113
0.618 120-083
HIGH 120-035
0.618 120-005
0.500 119-316
0.382 119-307
LOW 119-277
0.618 119-229
1.000 119-199
1.618 119-151
2.618 119-073
4.250 118-266
Fisher Pivots for day following 15-Dec-2014
Pivot 1 day 3 day
R1 119-316 119-292
PP 119-304 119-288
S1 119-292 119-284

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

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