ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 117-210 117-260 0-050 0.1% 118-000
High 117-210 117-260 0-050 0.1% 118-000
Low 117-210 117-260 0-050 0.1% 117-210
Close 117-210 117-260 0-050 0.1% 117-260
Range
ATR 0-039 0-040 0-001 2.0% 0-000
Volume 34 34 0 0.0% 136
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 117-260 117-260 117-260
R3 117-260 117-260 117-260
R2 117-260 117-260 117-260
R1 117-260 117-260 117-260 117-260
PP 117-260 117-260 117-260 117-260
S1 117-260 117-260 117-260 117-260
S2 117-260 117-260 117-260
S3 117-260 117-260 117-260
S4 117-260 117-260 117-260
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 118-273 118-217 118-000
R3 118-163 118-107 117-290
R2 118-053 118-053 117-280
R1 117-317 117-317 117-270 117-290
PP 117-263 117-263 117-263 117-250
S1 117-207 117-207 117-250 117-180
S2 117-153 117-153 117-240
S3 117-043 117-097 117-230
S4 116-253 116-307 117-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-100 117-210 0-210 0.6% 0-000 0.0% 24% False False 34
10 118-100 117-210 0-210 0.6% 0-000 0.0% 24% False False 34
20 118-200 117-210 0-310 0.8% 0-000 0.0% 16% False False 34
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-260
2.618 117-260
1.618 117-260
1.000 117-260
0.618 117-260
HIGH 117-260
0.618 117-260
0.500 117-260
0.382 117-260
LOW 117-260
0.618 117-260
1.000 117-260
1.618 117-260
2.618 117-260
4.250 117-260
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 117-260 117-265
PP 117-260 117-263
S1 117-260 117-262

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

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