ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 05-May-2014
Day Change Summary
Previous Current
02-May-2014 05-May-2014 Change Change % Previous Week
Open 118-240 118-200 -0-040 -0.1% 118-140
High 118-250 118-250 0-000 0.0% 118-270
Low 118-060 118-200 0-140 0.4% 118-060
Close 118-210 118-210 0-000 0.0% 118-210
Range 0-190 0-050 -0-140 -73.7% 0-210
ATR 0-074 0-073 -0-002 -2.3% 0-000
Volume 2,490 3,888 1,398 56.1% 20,082
Daily Pivots for day following 05-May-2014
Classic Woodie Camarilla DeMark
R4 119-050 119-020 118-238
R3 119-000 118-290 118-224
R2 118-270 118-270 118-219
R1 118-240 118-240 118-215 118-255
PP 118-220 118-220 118-220 118-228
S1 118-190 118-190 118-205 118-205
S2 118-170 118-170 118-201
S3 118-120 118-140 118-196
S4 118-070 118-090 118-182
Weekly Pivots for week ending 02-May-2014
Classic Woodie Camarilla DeMark
R4 120-170 120-080 119-006
R3 119-280 119-190 118-268
R2 119-070 119-070 118-248
R1 118-300 118-300 118-229 119-025
PP 118-180 118-180 118-180 118-202
S1 118-090 118-090 118-191 118-135
S2 117-290 117-290 118-172
S3 117-080 117-200 118-152
S4 116-190 116-310 118-094
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% 0-094 0.2% 71% False False 4,590
10 118-270 118-030 0-240 0.6% 0-064 0.2% 75% False False 3,077
20 119-070 118-030 1-040 0.9% 0-060 0.2% 50% False False 1,840
Crabel Price Patterns
NR True
NR4 True
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 0-003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-142
2.618 119-061
1.618 119-011
1.000 118-300
0.618 118-281
HIGH 118-250
0.618 118-231
0.500 118-225
0.382 118-219
LOW 118-200
0.618 118-169
1.000 118-150
1.618 118-119
2.618 118-069
4.250 117-308
Fisher Pivots for day following 05-May-2014
Pivot 1 day 3 day
R1 118-225 118-195
PP 118-220 118-180
S1 118-215 118-165

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

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