ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 119-265 119-182 -0-083 -0.2% 119-170
High 119-270 119-215 -0-055 -0.1% 120-070
Low 119-162 119-160 -0-002 0.0% 119-147
Close 119-177 119-187 0-010 0.0% 119-315
Range 0-108 0-055 -0-053 -49.1% 0-243
ATR 0-093 0-090 -0-003 -2.9% 0-000
Volume 757,113 696,159 -60,954 -8.1% 3,281,485
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-032 120-005 119-217
R3 119-297 119-270 119-202
R2 119-242 119-242 119-197
R1 119-215 119-215 119-192 119-228
PP 119-187 119-187 119-187 119-194
S1 119-160 119-160 119-182 119-174
S2 119-132 119-132 119-177
S3 119-077 119-105 119-172
S4 119-022 119-050 119-157
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 122-053 121-267 120-129
R3 121-130 121-024 120-062
R2 120-207 120-207 120-040
R1 120-101 120-101 120-017 120-154
PP 119-284 119-284 119-284 119-310
S1 119-178 119-178 119-293 119-231
S2 119-041 119-041 119-270
S3 118-118 118-255 119-248
S4 117-195 118-012 119-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 119-160 0-230 0.6% 0-086 0.2% 12% False True 637,878
10 120-070 119-147 0-243 0.6% 0-086 0.2% 16% False False 643,927
20 120-070 118-195 1-195 1.3% 0-093 0.2% 61% False False 705,486
40 120-070 118-195 1-195 1.3% 0-091 0.2% 61% False False 651,963
60 120-070 118-180 1-210 1.4% 0-092 0.2% 62% False False 652,692
80 120-070 118-060 2-010 1.7% 0-090 0.2% 69% False False 514,065
100 120-070 117-250 2-140 2.0% 0-081 0.2% 74% False False 411,410
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 120-129
2.618 120-039
1.618 119-304
1.000 119-270
0.618 119-249
HIGH 119-215
0.618 119-194
0.500 119-188
0.382 119-181
LOW 119-160
0.618 119-126
1.000 119-105
1.618 119-071
2.618 119-016
4.250 118-246
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 119-188 119-240
PP 119-187 119-222
S1 119-187 119-205

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

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