ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 27-May-2014
Day Change Summary
Previous Current
23-May-2014 27-May-2014 Change Change % Previous Week
Open 119-160 119-190 0-030 0.1% 119-150
High 119-210 119-200 -0-010 0.0% 119-240
Low 119-150 119-150 0-000 0.0% 119-130
Close 119-190 119-190 0-000 0.0% 119-190
Range 0-060 0-050 -0-010 -16.7% 0-110
ATR 0-078 0-076 -0-002 -2.5% 0-000
Volume 205,633 227,143 21,510 10.5% 459,239
Daily Pivots for day following 27-May-2014
Classic Woodie Camarilla DeMark
R4 120-010 119-310 119-218
R3 119-280 119-260 119-204
R2 119-230 119-230 119-199
R1 119-210 119-210 119-195 119-215
PP 119-180 119-180 119-180 119-182
S1 119-160 119-160 119-185 119-165
S2 119-130 119-130 119-181
S3 119-080 119-110 119-176
S4 119-030 119-060 119-162
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% 0-072 0.2% 55% False False 133,948
10 119-240 118-250 0-310 0.8% 0-083 0.2% 84% False False 74,063
20 119-240 118-060 1-180 1.3% 0-081 0.2% 90% False False 39,625
40 119-240 117-250 1-310 1.6% 0-062 0.2% 92% False False 20,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-092
2.618 120-011
1.618 119-281
1.000 119-250
0.618 119-231
HIGH 119-200
0.618 119-181
0.500 119-175
0.382 119-169
LOW 119-150
0.618 119-119
1.000 119-100
1.618 119-069
2.618 119-019
4.250 118-258
Fisher Pivots for day following 27-May-2014
Pivot 1 day 3 day
R1 119-185 119-183
PP 119-180 119-177
S1 119-175 119-170

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

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