ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 118-140 118-100 -0-040 -0.1% 118-070
High 118-140 118-100 -0-040 -0.1% 118-160
Low 118-120 118-060 -0-060 -0.2% 118-030
Close 118-120 118-100 -0-020 -0.1% 118-110
Range 0-020 0-040 0-020 100.0% 0-130
ATR 0-061 0-061 0-000 -0.1% 0-000
Volume 1,017 1,970 953 93.7% 6,915
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 118-207 118-193 118-122
R3 118-167 118-153 118-111
R2 118-127 118-127 118-107
R1 118-113 118-113 118-104 118-120
PP 118-087 118-087 118-087 118-090
S1 118-073 118-073 118-096 118-080
S2 118-047 118-047 118-093
S3 118-007 118-033 118-089
S4 117-287 117-313 118-078
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
5 118-160 118-050 0-110 0.3% 0-042 0.1% 45% False False 1,941
10 118-270 118-030 0-240 0.6% 0-043 0.1% 29% False False 1,127
20 119-070 117-250 1-140 1.2% 0-045 0.1% 37% False False 792
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 2 trading days
Fibonacci Retracements and Extensions
4.250 118-270
2.618 118-205
1.618 118-165
1.000 118-140
0.618 118-125
HIGH 118-100
0.618 118-085
0.500 118-080
0.382 118-075
LOW 118-060
0.618 118-035
1.000 118-020
1.618 117-315
2.618 117-275
4.250 117-210
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 118-093 118-110
PP 118-087 118-107
S1 118-080 118-103

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

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