ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 119-217 119-132 -0-085 -0.2% 120-027
High 119-217 119-202 -0-015 0.0% 120-150
Low 119-130 119-120 -0-010 0.0% 119-120
Close 119-157 119-157 0-000 0.0% 119-157
Range 0-087 0-082 -0-005 -5.7% 1-030
ATR 0-121 0-118 -0-003 -2.3% 0-000
Volume 6,753 1,234 -5,519 -81.7% 75,885
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 120-086 120-043 119-202
R3 120-004 119-281 119-180
R2 119-242 119-242 119-172
R1 119-199 119-199 119-165 119-220
PP 119-160 119-160 119-160 119-170
S1 119-117 119-117 119-149 119-138
S2 119-078 119-078 119-142
S3 118-316 119-035 119-134
S4 118-234 118-273 119-112
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 123-019 122-118 120-030
R3 121-309 121-088 119-253
R2 120-279 120-279 119-221
R1 120-058 120-058 119-189 119-314
PP 119-249 119-249 119-249 119-217
S1 119-028 119-028 119-125 118-284
S2 118-219 118-219 119-093
S3 117-189 117-318 119-061
S4 116-159 116-288 118-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-150 119-120 1-030 0.9% 0-117 0.3% 11% False True 15,177
10 120-150 119-045 1-105 1.1% 0-114 0.3% 26% False False 13,368
20 120-162 119-045 1-117 1.1% 0-107 0.3% 26% False False 243,924
40 120-162 119-015 1-147 1.2% 0-103 0.3% 30% False False 410,113
60 121-225 118-030 3-195 3.0% 0-122 0.3% 39% False False 597,104
80 121-225 117-210 4-015 3.4% 0-114 0.3% 45% False False 637,185
100 121-225 117-210 4-015 3.4% 0-107 0.3% 45% False False 534,967
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-230
2.618 120-097
1.618 120-015
1.000 119-284
0.618 119-253
HIGH 119-202
0.618 119-171
0.500 119-161
0.382 119-151
LOW 119-120
0.618 119-069
1.000 119-038
1.618 118-307
2.618 118-225
4.250 118-092
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 119-161 119-261
PP 119-160 119-226
S1 119-158 119-192

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

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