ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 30-Apr-2014
Day Change Summary
Previous Current
29-Apr-2014 30-Apr-2014 Change Change % Previous Week
Open 118-100 118-100 0-000 0.0% 118-070
High 118-100 118-200 0-100 0.3% 118-160
Low 118-060 118-100 0-040 0.1% 118-030
Close 118-100 118-200 0-100 0.3% 118-110
Range 0-040 0-100 0-060 150.0% 0-130
ATR 0-061 0-064 0-003 4.6% 0-000
Volume 1,970 10,789 8,819 447.7% 6,915
Daily Pivots for day following 30-Apr-2014
Classic Woodie Camarilla DeMark
R4 119-147 119-113 118-255
R3 119-047 119-013 118-228
R2 118-267 118-267 118-218
R1 118-233 118-233 118-209 118-250
PP 118-167 118-167 118-167 118-175
S1 118-133 118-133 118-191 118-150
S2 118-067 118-067 118-182
S3 117-287 118-033 118-172
S4 117-187 117-253 118-145
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
5 118-200 118-050 0-150 0.4% 0-052 0.1% 100% True False 4,071
10 118-230 118-030 0-200 0.5% 0-047 0.1% 85% False False 2,182
20 119-070 117-250 1-140 1.2% 0-050 0.1% 59% False False 1,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-305
2.618 119-142
1.618 119-042
1.000 118-300
0.618 118-262
HIGH 118-200
0.618 118-162
0.500 118-150
0.382 118-138
LOW 118-100
0.618 118-038
1.000 118-000
1.618 117-258
2.618 117-158
4.250 116-315
Fisher Pivots for day following 30-Apr-2014
Pivot 1 day 3 day
R1 118-183 118-177
PP 118-167 118-153
S1 118-150 118-130

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

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