ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 01-May-2014
Day Change Summary
Previous Current
30-Apr-2014 01-May-2014 Change Change % Previous Week
Open 118-100 118-180 0-080 0.2% 118-070
High 118-200 118-270 0-070 0.2% 118-160
Low 118-100 118-180 0-080 0.2% 118-030
Close 118-200 118-250 0-050 0.1% 118-110
Range 0-100 0-090 -0-010 -10.0% 0-130
ATR 0-064 0-066 0-002 2.9% 0-000
Volume 10,789 3,816 -6,973 -64.6% 6,915
Daily Pivots for day following 01-May-2014
Classic Woodie Camarilla DeMark
R4 119-183 119-147 118-300
R3 119-093 119-057 118-275
R2 119-003 119-003 118-266
R1 118-287 118-287 118-258 118-305
PP 118-233 118-233 118-233 118-242
S1 118-197 118-197 118-242 118-215
S2 118-143 118-143 118-234
S3 118-053 118-107 118-225
S4 117-283 118-017 118-200
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
5 118-270 118-060 0-210 0.6% 0-060 0.2% 90% True False 4,331
10 118-270 118-030 0-240 0.6% 0-050 0.1% 92% True False 2,461
20 119-070 117-250 1-140 1.2% 0-054 0.1% 70% False False 1,522
Crabel Price Patterns
NR True
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 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-012
2.618 119-186
1.618 119-096
1.000 119-040
0.618 119-006
HIGH 118-270
0.618 118-236
0.500 118-225
0.382 118-214
LOW 118-180
0.618 118-124
1.000 118-090
1.618 118-034
2.618 117-264
4.250 117-118
Fisher Pivots for day following 01-May-2014
Pivot 1 day 3 day
R1 118-242 118-222
PP 118-233 118-193
S1 118-225 118-165

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

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