ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 118-030 118-070 0-040 0.1% 119-070
High 118-030 118-110 0-080 0.2% 119-070
Low 118-030 118-060 0-030 0.1% 118-050
Close 118-030 118-090 0-060 0.2% 118-050
Range 0-000 0-050 0-050 1-020
ATR 0-063 0-064 0-001 2.0% 0-000
Volume 86 143 57 66.3% 3,649
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 118-237 118-213 118-118
R3 118-187 118-163 118-104
R2 118-137 118-137 118-099
R1 118-113 118-113 118-095 118-125
PP 118-087 118-087 118-087 118-092
S1 118-063 118-063 118-085 118-075
S2 118-037 118-037 118-081
S3 117-307 118-013 118-076
S4 117-257 117-283 118-062
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 121-223 120-317 118-237
R3 120-203 119-297 118-144
R2 119-183 119-183 118-112
R1 118-277 118-277 118-081 118-220
PP 118-163 118-163 118-163 118-135
S1 117-257 117-257 118-019 117-200
S2 117-143 117-143 117-308
S3 116-123 116-237 117-276
S4 115-103 115-217 117-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-230 118-030 0-200 0.5% 0-042 0.1% 30% False False 293
10 119-070 118-030 1-040 1.0% 0-056 0.1% 17% False False 624
20 119-070 117-250 1-140 1.2% 0-037 0.1% 35% False False 316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-002
2.618 118-241
1.618 118-191
1.000 118-160
0.618 118-141
HIGH 118-110
0.618 118-091
0.500 118-085
0.382 118-079
LOW 118-060
0.618 118-029
1.000 118-010
1.618 117-299
2.618 117-249
4.250 117-168
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 118-088 118-083
PP 118-087 118-077
S1 118-085 118-070

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

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