ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 23-May-2014
Day Change Summary
Previous Current
22-May-2014 23-May-2014 Change Change % Previous Week
Open 119-180 119-160 -0-020 -0.1% 119-150
High 119-190 119-210 0-020 0.1% 119-240
Low 119-130 119-150 0-020 0.1% 119-130
Close 119-150 119-190 0-040 0.1% 119-190
Range 0-060 0-060 0-000 0.0% 0-110
ATR 0-079 0-078 -0-001 -1.7% 0-000
Volume 124,686 205,633 80,947 64.9% 459,239
Daily Pivots for day following 23-May-2014
Classic Woodie Camarilla DeMark
R4 120-043 120-017 119-223
R3 119-303 119-277 119-206
R2 119-243 119-243 119-201
R1 119-217 119-217 119-196 119-230
PP 119-183 119-183 119-183 119-190
S1 119-157 119-157 119-184 119-170
S2 119-123 119-123 119-179
S3 119-063 119-097 119-174
S4 119-003 119-037 119-157
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 120-197 120-143 119-250
R3 120-087 120-033 119-220
R2 119-297 119-297 119-210
R1 119-243 119-243 119-200 119-270
PP 119-187 119-187 119-187 119-200
S1 119-133 119-133 119-180 119-160
S2 119-077 119-077 119-170
S3 118-287 119-023 119-160
S4 118-177 118-233 119-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-240 119-130 0-110 0.3% 0-074 0.2% 55% False False 91,847
10 119-240 118-250 0-310 0.8% 0-082 0.2% 84% False False 52,237
20 119-240 118-060 1-180 1.3% 0-080 0.2% 90% False False 28,319
40 119-240 117-250 1-310 1.6% 0-061 0.2% 92% False False 14,481
Crabel Price Patterns
NR False
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 0-015
Fibonacci Retracements and Extensions
4.250 120-145
2.618 120-047
1.618 119-307
1.000 119-270
0.618 119-247
HIGH 119-210
0.618 119-187
0.500 119-180
0.382 119-173
LOW 119-150
0.618 119-113
1.000 119-090
1.618 119-053
2.618 118-313
4.250 118-215
Fisher Pivots for day following 23-May-2014
Pivot 1 day 3 day
R1 119-187 119-188
PP 119-183 119-187
S1 119-180 119-185

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

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