ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 08-Apr-2014
Day Change Summary
Previous Current
07-Apr-2014 08-Apr-2014 Change Change % Previous Week
Open 118-060 118-140 0-080 0.2% 118-050
High 118-120 118-140 0-020 0.1% 118-070
Low 118-060 118-140 0-080 0.2% 117-250
Close 118-120 118-140 0-020 0.1% 118-070
Range 0-060 0-000 -0-060 -100.0% 0-140
ATR 0-054 0-051 -0-002 -4.5% 0-000
Volume 11 1 -10 -90.9% 49
Daily Pivots for day following 08-Apr-2014
Classic Woodie Camarilla DeMark
R4 118-140 118-140 118-140
R3 118-140 118-140 118-140
R2 118-140 118-140 118-140
R1 118-140 118-140 118-140 118-140
PP 118-140 118-140 118-140 118-140
S1 118-140 118-140 118-140 118-140
S2 118-140 118-140 118-140
S3 118-140 118-140 118-140
S4 118-140 118-140 118-140
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
5 118-140 117-250 0-210 0.6% 0-036 0.1% 100% True False 6
10 118-140 117-250 0-210 0.6% 0-018 0.0% 100% True False 9
20 119-170 117-250 1-240 1.5% 0-009 0.0% 38% False False 5
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 0-000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-140
2.618 118-140
1.618 118-140
1.000 118-140
0.618 118-140
HIGH 118-140
0.618 118-140
0.500 118-140
0.382 118-140
LOW 118-140
0.618 118-140
1.000 118-140
1.618 118-140
2.618 118-140
4.250 118-140
Fisher Pivots for day following 08-Apr-2014
Pivot 1 day 3 day
R1 118-140 118-110
PP 118-140 118-080
S1 118-140 118-050

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

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