ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 119-020 119-130 0-110 0.3% 119-115
High 119-142 119-157 0-015 0.0% 119-157
Low 119-017 119-045 0-028 0.1% 118-310
Close 119-085 119-060 -0-025 -0.1% 119-060
Range 0-125 0-112 -0-013 -10.4% 0-167
ATR 0-095 0-096 0-001 1.3% 0-000
Volume 841,700 567,923 -273,777 -32.5% 3,084,506
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 120-103 120-034 119-122
R3 119-311 119-242 119-091
R2 119-199 119-199 119-081
R1 119-130 119-130 119-070 119-108
PP 119-087 119-087 119-087 119-077
S1 119-018 119-018 119-050 118-316
S2 118-295 118-295 119-039
S3 118-183 118-226 119-029
S4 118-071 118-114 118-318
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 120-250 120-162 119-152
R3 120-083 119-315 119-106
R2 119-236 119-236 119-091
R1 119-148 119-148 119-075 119-108
PP 119-069 119-069 119-069 119-049
S1 118-301 118-301 119-045 118-262
S2 118-222 118-222 119-029
S3 118-055 118-134 119-014
S4 117-208 117-287 118-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-157 118-310 0-167 0.4% 0-096 0.3% 42% True False 616,901
10 119-172 118-220 0-272 0.7% 0-099 0.3% 59% False False 629,148
20 119-172 118-207 0-285 0.7% 0-091 0.2% 61% False False 598,477
40 120-015 118-180 1-155 1.2% 0-092 0.2% 42% False False 615,439
60 120-015 118-050 1-285 1.6% 0-088 0.2% 55% False False 414,337
80 120-015 117-250 2-085 1.9% 0-075 0.2% 62% False False 310,831
Crabel Price Patterns
NR True
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-313
2.618 120-130
1.618 120-018
1.000 119-269
0.618 119-226
HIGH 119-157
0.618 119-114
0.500 119-101
0.382 119-088
LOW 119-045
0.618 118-296
1.000 118-253
1.618 118-184
2.618 118-072
4.250 117-209
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 119-101 119-074
PP 119-087 119-069
S1 119-074 119-064

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

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