ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 119-182 119-190 0-008 0.0% 119-090
High 119-212 119-267 0-055 0.1% 119-315
Low 119-167 119-150 -0-017 0.0% 119-060
Close 119-195 119-257 0-062 0.2% 119-195
Range 0-045 0-117 0-072 160.0% 0-255
ATR 0-092 0-094 0-002 1.9% 0-000
Volume 524,535 652,583 128,048 24.4% 3,328,406
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-256 120-213 120-001
R3 120-139 120-096 119-289
R2 120-022 120-022 119-278
R1 119-299 119-299 119-268 120-000
PP 119-225 119-225 119-225 119-235
S1 119-182 119-182 119-246 119-204
S2 119-108 119-108 119-236
S3 118-311 119-065 119-225
S4 118-194 118-268 119-193
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-315 121-190 120-015
R3 121-060 120-255 119-265
R2 120-125 120-125 119-242
R1 120-000 120-000 119-218 120-062
PP 119-190 119-190 119-190 119-221
S1 119-065 119-065 119-172 119-128
S2 118-255 118-255 119-148
S3 118-000 118-130 119-125
S4 117-065 117-195 119-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-315 119-112 0-203 0.5% 0-094 0.2% 71% False False 635,922
10 119-315 118-200 1-115 1.1% 0-099 0.3% 87% False False 736,590
20 119-315 118-195 1-120 1.1% 0-094 0.2% 87% False False 687,098
40 119-315 118-180 1-135 1.2% 0-093 0.2% 87% False False 651,488
60 120-015 118-180 1-155 1.2% 0-092 0.2% 84% False False 617,703
80 120-015 118-030 1-305 1.6% 0-087 0.2% 88% False False 464,909
100 120-015 117-250 2-085 1.9% 0-076 0.2% 89% False False 371,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-124
2.618 120-253
1.618 120-136
1.000 120-064
0.618 120-019
HIGH 119-267
0.618 119-222
0.500 119-208
0.382 119-195
LOW 119-150
0.618 119-078
1.000 119-033
1.618 118-281
2.618 118-164
4.250 117-293
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 119-241 119-240
PP 119-225 119-224
S1 119-208 119-207

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

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