ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-Apr-2014
Day Change Summary
Previous Current
15-Apr-2014 16-Apr-2014 Change Change % Previous Week
Open 118-240 118-230 -0-010 0.0% 118-060
High 118-270 118-230 -0-040 -0.1% 119-040
Low 118-210 118-170 -0-040 -0.1% 118-060
Close 118-230 118-170 -0-060 -0.2% 119-000
Range 0-060 0-060 0-000 0.0% 0-300
ATR 0-064 0-064 0-000 -0.5% 0-000
Volume 243 1,023 780 321.0% 2,267
Daily Pivots for day following 16-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-050 119-010 118-203
R3 118-310 118-270 118-186
R2 118-250 118-250 118-181
R1 118-210 118-210 118-176 118-200
PP 118-190 118-190 118-190 118-185
S1 118-150 118-150 118-164 118-140
S2 118-130 118-130 118-159
S3 118-070 118-090 118-154
S4 118-010 118-030 118-137
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 121-187 121-073 119-165
R3 120-207 120-093 119-082
R2 119-227 119-227 119-055
R1 119-113 119-113 119-028 119-170
PP 118-247 118-247 118-247 118-275
S1 118-133 118-133 118-292 118-190
S2 117-267 117-267 118-265
S3 116-287 117-153 118-238
S4 115-307 116-173 118-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-070 118-170 0-220 0.6% 0-058 0.2% 0% False True 1,158
10 119-070 117-250 1-140 1.2% 0-059 0.2% 52% False False 582
20 119-070 117-250 1-140 1.2% 0-030 0.1% 52% False False 294
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 0-004
Fibonacci Retracements and Extensions
4.250 119-165
2.618 119-067
1.618 119-007
1.000 118-290
0.618 118-267
HIGH 118-230
0.618 118-207
0.500 118-200
0.382 118-193
LOW 118-170
0.618 118-133
1.000 118-110
1.618 118-073
2.618 118-013
4.250 117-235
Fisher Pivots for day following 16-Apr-2014
Pivot 1 day 3 day
R1 118-200 118-280
PP 118-190 118-243
S1 118-180 118-207

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

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