ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 117-280 118-060 0-100 0.3% 118-050
High 118-070 118-120 0-050 0.1% 118-070
Low 117-280 118-060 0-100 0.3% 117-250
Close 118-070 118-120 0-050 0.1% 118-070
Range 0-110 0-060 -0-050 -45.5% 0-140
ATR 0-053 0-054 0-000 0.9% 0-000
Volume 5 11 6 120.0% 49
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 118-280 118-260 118-153
R3 118-220 118-200 118-136
R2 118-160 118-160 118-131
R1 118-140 118-140 118-126 118-150
PP 118-100 118-100 118-100 118-105
S1 118-080 118-080 118-114 118-090
S2 118-040 118-040 118-109
S3 117-300 118-020 118-104
S4 117-240 117-280 118-087
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-123 119-077 118-147
R3 118-303 118-257 118-108
R2 118-163 118-163 118-096
R1 118-117 118-117 118-083 118-140
PP 118-023 118-023 118-023 118-035
S1 117-297 117-297 118-057 118-000
S2 117-203 117-203 118-044
S3 117-063 117-157 118-032
S4 116-243 117-017 117-313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-120 117-250 0-190 0.5% 0-036 0.1% 100% True False 9
10 118-120 117-250 0-190 0.5% 0-018 0.0% 100% True False 9
20 119-170 117-250 1-240 1.5% 0-009 0.0% 34% False False 5
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-055
2.618 118-277
1.618 118-217
1.000 118-180
0.618 118-157
HIGH 118-120
0.618 118-097
0.500 118-090
0.382 118-083
LOW 118-060
0.618 118-023
1.000 118-000
1.618 117-283
2.618 117-223
4.250 117-125
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 118-110 118-088
PP 118-100 118-057
S1 118-090 118-025

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

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