ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 119-052 119-090 0-038 0.1% 118-255
High 119-172 119-145 -0-027 -0.1% 119-172
Low 119-047 119-067 0-020 0.1% 118-220
Close 119-100 119-112 0-012 0.0% 119-112
Range 0-125 0-078 -0-047 -37.6% 0-272
ATR 0-096 0-095 -0-001 -1.3% 0-000
Volume 989,057 436,525 -552,532 -55.9% 3,206,983
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 120-022 119-305 119-155
R3 119-264 119-227 119-133
R2 119-186 119-186 119-126
R1 119-149 119-149 119-119 119-168
PP 119-108 119-108 119-108 119-117
S1 119-071 119-071 119-105 119-090
S2 119-030 119-030 119-098
S3 118-272 118-313 119-091
S4 118-194 118-235 119-069
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 121-237 121-127 119-262
R3 120-285 120-175 119-187
R2 120-013 120-013 119-162
R1 119-223 119-223 119-137 119-278
PP 119-061 119-061 119-061 119-089
S1 118-271 118-271 119-087 119-006
S2 118-109 118-109 119-062
S3 117-157 117-319 119-037
S4 116-205 117-047 118-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-172 118-220 0-272 0.7% 0-101 0.3% 78% False False 641,396
10 119-172 118-207 0-285 0.7% 0-092 0.2% 79% False False 607,611
20 119-172 118-180 0-312 0.8% 0-093 0.2% 81% False False 625,337
40 120-015 118-180 1-155 1.2% 0-091 0.2% 53% False False 542,246
60 120-015 118-030 1-305 1.6% 0-083 0.2% 64% False False 362,953
80 120-015 117-250 2-085 1.9% 0-069 0.2% 69% False False 272,275
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-156
2.618 120-029
1.618 119-271
1.000 119-223
0.618 119-193
HIGH 119-145
0.618 119-115
0.500 119-106
0.382 119-097
LOW 119-067
0.618 119-019
1.000 118-309
1.618 118-261
2.618 118-183
4.250 118-056
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 119-110 119-091
PP 119-108 119-070
S1 119-106 119-048

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

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