ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 118-280 118-270 -0-010 0.0% 118-200
High 118-290 119-030 0-060 0.2% 119-020
Low 118-250 118-250 0-000 0.0% 118-170
Close 118-270 119-020 0-070 0.2% 119-000
Range 0-040 0-100 0-060 150.0% 0-170
ATR 0-072 0-074 0-002 2.8% 0-000
Volume 8,877 12,207 3,330 37.5% 23,930
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 119-293 119-257 119-075
R3 119-193 119-157 119-048
R2 119-093 119-093 119-038
R1 119-057 119-057 119-029 119-075
PP 118-313 118-313 118-313 119-002
S1 118-277 118-277 119-011 118-295
S2 118-213 118-213 119-002
S3 118-113 118-177 118-312
S4 118-013 118-077 118-285
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 120-147 120-083 119-094
R3 119-297 119-233 119-047
R2 119-127 119-127 119-031
R1 119-063 119-063 119-016 119-095
PP 118-277 118-277 118-277 118-292
S1 118-213 118-213 118-304 118-245
S2 118-107 118-107 118-289
S3 117-257 118-043 118-273
S4 117-087 117-193 118-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-030 118-170 0-180 0.5% 0-076 0.2% 94% True False 7,374
10 119-030 118-060 0-290 0.8% 0-085 0.2% 97% True False 6,210
20 119-030 118-030 1-000 0.8% 0-064 0.2% 97% True False 3,669
40 119-130 117-250 1-200 1.4% 0-044 0.1% 79% False False 1,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-135
2.618 119-292
1.618 119-192
1.000 119-130
0.618 119-092
HIGH 119-030
0.618 118-312
0.500 118-300
0.382 118-288
LOW 118-250
0.618 118-188
1.000 118-150
1.618 118-088
2.618 117-308
4.250 117-145
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 119-007 119-007
PP 118-313 118-313
S1 118-300 118-300

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

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