ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-Apr-2014
Day Change Summary
Previous Current
25-Apr-2014 28-Apr-2014 Change Change % Previous Week
Open 118-160 118-140 -0-020 -0.1% 118-070
High 118-160 118-140 -0-020 -0.1% 118-160
Low 118-110 118-120 0-010 0.0% 118-030
Close 118-110 118-120 0-010 0.0% 118-110
Range 0-050 0-020 -0-030 -60.0% 0-130
ATR 0-063 0-061 -0-002 -3.8% 0-000
Volume 4,067 1,017 -3,050 -75.0% 6,915
Daily Pivots for day following 28-Apr-2014
Classic Woodie Camarilla DeMark
R4 118-187 118-173 118-131
R3 118-167 118-153 118-126
R2 118-147 118-147 118-124
R1 118-133 118-133 118-122 118-130
PP 118-127 118-127 118-127 118-125
S1 118-113 118-113 118-118 118-110
S2 118-107 118-107 118-116
S3 118-087 118-093 118-114
S4 118-067 118-073 118-109
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-170 119-110 118-182
R3 119-040 118-300 118-146
R2 118-230 118-230 118-134
R1 118-170 118-170 118-122 118-200
PP 118-100 118-100 118-100 118-115
S1 118-040 118-040 118-098 118-070
S2 117-290 117-290 118-086
S3 117-160 117-230 118-074
S4 117-030 117-100 118-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-160 118-030 0-130 0.3% 0-034 0.1% 69% False False 1,565
10 119-070 118-030 1-040 1.0% 0-052 0.1% 25% False False 1,158
20 119-070 117-250 1-140 1.2% 0-043 0.1% 41% False False 694
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-225
2.618 118-192
1.618 118-172
1.000 118-160
0.618 118-152
HIGH 118-140
0.618 118-132
0.500 118-130
0.382 118-128
LOW 118-120
0.618 118-108
1.000 118-100
1.618 118-088
2.618 118-068
4.250 118-035
Fisher Pivots for day following 28-Apr-2014
Pivot 1 day 3 day
R1 118-130 118-115
PP 118-127 118-110
S1 118-123 118-105

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

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