ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 119-020 119-100 0-080 0.2% 118-200
High 119-140 119-200 0-060 0.2% 119-020
Low 119-020 119-050 0-030 0.1% 118-170
Close 119-110 119-160 0-050 0.1% 119-000
Range 0-120 0-150 0-030 25.0% 0-170
ATR 0-077 0-082 0-005 6.7% 0-000
Volume 14,191 8,846 -5,345 -37.7% 23,930
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 120-267 120-203 119-242
R3 120-117 120-053 119-201
R2 119-287 119-287 119-188
R1 119-223 119-223 119-174 119-255
PP 119-137 119-137 119-137 119-152
S1 119-073 119-073 119-146 119-105
S2 118-307 118-307 119-132
S3 118-157 118-243 119-119
S4 118-007 118-093 119-078
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
5 119-200 118-250 0-270 0.7% 0-092 0.2% 85% True False 9,928
10 119-200 118-060 1-140 1.2% 0-093 0.2% 91% True False 7,054
20 119-200 118-030 1-170 1.3% 0-072 0.2% 92% True False 4,757
40 119-200 117-250 1-270 1.5% 0-050 0.1% 93% True False 2,526
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 0-017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-198
2.618 120-273
1.618 120-123
1.000 120-030
0.618 119-293
HIGH 119-200
0.618 119-143
0.500 119-125
0.382 119-107
LOW 119-050
0.618 118-277
1.000 118-220
1.618 118-127
2.618 117-297
4.250 117-052
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 119-148 119-128
PP 119-137 119-097
S1 119-125 119-065

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

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