ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 119-130 119-102 -0-028 -0.1% 119-042
High 119-147 119-172 0-025 0.1% 119-127
Low 119-060 119-090 0-030 0.1% 118-195
Close 119-105 119-130 0-025 0.1% 119-097
Range 0-087 0-082 -0-005 -5.7% 0-252
ATR 0-095 0-094 -0-001 -1.0% 0-000
Volume 622,027 685,394 63,367 10.2% 4,665,146
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-057 120-015 119-175
R3 119-295 119-253 119-153
R2 119-213 119-213 119-145
R1 119-171 119-171 119-138 119-192
PP 119-131 119-131 119-131 119-141
S1 119-089 119-089 119-122 119-110
S2 119-049 119-049 119-115
S3 118-287 119-007 119-107
S4 118-205 118-245 119-085
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
5 119-172 118-200 0-292 0.8% 0-104 0.3% 86% True False 837,259
10 119-172 118-195 0-297 0.8% 0-099 0.3% 86% True False 761,615
20 119-172 118-195 0-297 0.8% 0-092 0.2% 86% True False 683,140
40 119-172 118-180 0-312 0.8% 0-093 0.2% 87% True False 650,764
60 120-015 118-180 1-155 1.2% 0-092 0.2% 57% False False 565,891
80 120-015 118-030 1-305 1.6% 0-085 0.2% 67% False False 425,211
100 120-015 117-250 2-085 1.9% 0-072 0.2% 72% False False 340,192
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-200
2.618 120-067
1.618 119-305
1.000 119-254
0.618 119-223
HIGH 119-172
0.618 119-141
0.500 119-131
0.382 119-121
LOW 119-090
0.618 119-039
1.000 119-008
1.618 118-277
2.618 118-195
4.250 118-062
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 119-131 119-125
PP 119-131 119-121
S1 119-130 119-116

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

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