ECBOT 5 Year T-Note Future December 2014

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	120-027	120-050	0-023	0.1%	119-105
High	120-035	120-150	0-115	0.3%	120-067
Low	119-277	120-010	0-053	0.1%	119-045
Close	119-280	120-040	0-080	0.2%	120-027
Range	0-078	0-140	0-062	79.5%	1-022
ATR	0-112	0-117	0-006	5.0%	0-000
Volume	44,546	6,497	-38,049	-85.4%	57,798

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	121-167	121-083	120-117
R3	121-027	120-263	120-078
R2	120-207	120-207	120-066
R1	120-123	120-123	120-053	120-095
PP	120-067	120-067	120-067	120-052
S1	119-303	119-303	120-027	119-275
S2	119-247	119-247	120-014
S3	119-107	119-163	120-002
S4	118-287	119-023	119-283

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	120-150	119-197	0-273	0.7%	0-111	0.3%	60%	True	False	15,880
10	120-150	119-045	1-105	1.1%	0-115	0.3%	74%	True	False	18,167
20	120-162	119-045	1-117	1.1%	0-100	0.3%	72%	False	False	346,541
40	120-182	119-015	1-167	1.3%	0-104	0.3%	71%	False	False	457,453
60	121-225	118-025	3-200	3.0%	0-119	0.3%	56%	False	False	629,284
80	121-225	117-210	4-015	3.4%	0-111	0.3%	61%	False	False	665,390
100	121-225	117-210	4-015	3.4%	0-106	0.3%	61%	False	False	534,792

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	122-105
2.618	121-197
1.618	121-057
1.000	120-290
0.618	120-237
HIGH	120-150
0.618	120-097
0.500	120-080
0.382	120-063
LOW	120-010
0.618	119-243
1.000	119-190
1.618	119-103
2.618	118-283
4.250	118-055

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	120-080	120-054
PP	120-067	120-049
S1	120-053	120-044

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