ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 119-150 119-140 -0-010 0.0% 118-280
High 119-200 119-230 0-030 0.1% 119-200
Low 119-140 119-140 0-000 0.0% 118-250
Close 119-160 119-220 0-060 0.2% 119-140
Range 0-060 0-090 0-030 50.0% 0-270
ATR 0-078 0-079 0-001 1.1% 0-000
Volume 16,639 16,013 -626 -3.8% 63,134
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 120-147 120-113 119-270
R3 120-057 120-023 119-245
R2 119-287 119-287 119-236
R1 119-253 119-253 119-228 119-270
PP 119-197 119-197 119-197 119-205
S1 119-163 119-163 119-212 119-180
S2 119-107 119-107 119-204
S3 119-017 119-073 119-195
S4 118-247 118-303 119-170
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 121-260 121-150 119-288
R3 120-310 120-200 119-214
R2 120-040 120-040 119-190
R1 119-250 119-250 119-165 119-305
PP 119-090 119-090 119-090 119-118
S1 118-300 118-300 119-115 119-035
S2 118-140 118-140 119-090
S3 117-190 118-030 119-066
S4 116-240 117-080 118-312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-230 119-020 0-210 0.5% 0-092 0.2% 95% True False 14,940
10 119-230 118-170 1-060 1.0% 0-084 0.2% 97% True False 11,157
20 119-230 118-050 1-180 1.3% 0-076 0.2% 98% True False 7,326
40 119-230 117-250 1-300 1.6% 0-055 0.1% 98% True False 3,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-292
2.618 120-146
1.618 120-056
1.000 120-000
0.618 119-286
HIGH 119-230
0.618 119-196
0.500 119-185
0.382 119-174
LOW 119-140
0.618 119-084
1.000 119-050
1.618 118-314
2.618 118-224
4.250 118-078
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 119-208 119-207
PP 119-197 119-193
S1 119-185 119-180

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

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