ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 09-Apr-2014
Day Change Summary
Previous Current
08-Apr-2014 09-Apr-2014 Change Change % Previous Week
Open 118-140 118-080 -0-060 -0.2% 118-050
High 118-140 118-200 0-060 0.2% 118-070
Low 118-140 118-080 -0-060 -0.2% 117-250
Close 118-140 118-200 0-060 0.2% 118-070
Range 0-000 0-120 0-120 0-140
ATR 0-051 0-056 0-005 9.6% 0-000
Volume 1 1 0 0.0% 49
Daily Pivots for day following 09-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-200 119-160 118-266
R3 119-080 119-040 118-233
R2 118-280 118-280 118-222
R1 118-240 118-240 118-211 118-260
PP 118-160 118-160 118-160 118-170
S1 118-120 118-120 118-189 118-140
S2 118-040 118-040 118-178
S3 117-240 118-000 118-167
S4 117-120 117-200 118-134
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
5 118-200 117-250 0-270 0.7% 0-060 0.2% 100% True False 6
10 118-200 117-250 0-270 0.7% 0-030 0.1% 100% True False 9
20 119-170 117-250 1-240 1.5% 0-015 0.0% 48% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 120-070
2.618 119-194
1.618 119-074
1.000 119-000
0.618 118-274
HIGH 118-200
0.618 118-154
0.500 118-140
0.382 118-126
LOW 118-080
0.618 118-006
1.000 117-280
1.618 117-206
2.618 117-086
4.250 116-210
Fisher Pivots for day following 09-Apr-2014
Pivot 1 day 3 day
R1 118-180 118-177
PP 118-160 118-153
S1 118-140 118-130

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

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