ECBOT 5 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 119-060 119-070 0-010 0.0% 117-280
High 119-060 119-070 0-010 0.0% 118-260
Low 119-040 119-070 0-030 0.1% 117-280
Close 119-040 119-070 0-030 0.1% 118-210
Range 0-020 0-000 -0-020 -100.0% 0-300
ATR 0-076 0-073 -0-003 -4.3% 0-000
Volume 453 773 320 70.6% 3,829
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 119-070 119-070 119-070
R3 119-070 119-070 119-070
R2 119-070 119-070 119-070
R1 119-070 119-070 119-070 119-070
PP 119-070 119-070 119-070 119-070
S1 119-070 119-070 119-070 119-070
S2 119-070 119-070 119-070
S3 119-070 119-070 119-070
S4 119-070 119-070 119-070
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 121-083 120-287 119-055
R3 120-103 119-307 118-292
R2 119-123 119-123 118-265
R1 119-007 119-007 118-238 119-065
PP 118-143 118-143 118-143 118-172
S1 118-027 118-027 118-182 118-085
S2 117-163 117-163 118-155
S3 116-183 117-047 118-128
S4 115-203 116-067 118-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-070 118-050 1-020 0.9% 0-066 0.2% 100% True False 1,010
10 119-070 117-200 1-190 1.3% 0-037 0.1% 100% True False 506
20 119-070 117-000 2-070 1.9% 0-018 0.0% 100% True False 270
40 119-070 117-000 2-070 1.9% 0-009 0.0% 100% True False 152
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-070
2.618 119-070
1.618 119-070
1.000 119-070
0.618 119-070
HIGH 119-070
0.618 119-070
0.500 119-070
0.382 119-070
LOW 119-070
0.618 119-070
1.000 119-070
1.618 119-070
2.618 119-070
4.250 119-070
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 119-070 119-028
PP 119-070 118-307
S1 119-070 118-265

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

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