ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 118-277 119-090 0-133 0.3% 119-042
High 119-127 119-145 0-018 0.0% 119-127
Low 118-247 119-080 0-153 0.4% 118-195
Close 119-097 119-117 0-020 0.1% 119-097
Range 0-200 0-065 -0-135 -67.5% 0-252
ATR 0-098 0-096 -0-002 -2.4% 0-000
Volume 1,392,447 482,091 -910,356 -65.4% 4,665,146
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-309 119-278 119-153
R3 119-244 119-213 119-135
R2 119-179 119-179 119-129
R1 119-148 119-148 119-123 119-164
PP 119-114 119-114 119-114 119-122
S1 119-083 119-083 119-111 119-098
S2 119-049 119-049 119-105
S3 118-304 119-018 119-099
S4 118-239 118-273 119-081
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-149 121-055 119-236
R3 120-217 120-123 119-166
R2 119-285 119-285 119-143
R1 119-191 119-191 119-120 119-238
PP 119-033 119-033 119-033 119-056
S1 118-259 118-259 119-074 118-306
S2 118-101 118-101 119-051
S3 117-169 118-007 119-028
S4 116-237 117-075 118-278
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-145 118-195 0-270 0.7% 0-116 0.3% 90% True False 937,327
10 119-145 118-195 0-270 0.7% 0-094 0.2% 90% True False 736,322
20 119-172 118-195 0-297 0.8% 0-096 0.3% 81% False False 687,172
40 119-172 118-180 0-312 0.8% 0-093 0.2% 82% False False 643,175
60 120-015 118-180 1-155 1.2% 0-090 0.2% 54% False False 544,341
80 120-015 118-030 1-305 1.6% 0-084 0.2% 65% False False 408,897
100 120-015 117-250 2-085 1.9% 0-070 0.2% 70% False False 327,118
Crabel Price Patterns
NR True
NR4 True
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 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-101
2.618 119-315
1.618 119-250
1.000 119-210
0.618 119-185
HIGH 119-145
0.618 119-120
0.500 119-112
0.382 119-105
LOW 119-080
0.618 119-040
1.000 119-015
1.618 118-295
2.618 118-230
4.250 118-124
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 119-116 119-082
PP 119-114 119-047
S1 119-112 119-012

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

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