ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 119-132 119-125 -0-007 0.0% 119-310
High 119-157 119-167 0-010 0.0% 120-000
Low 119-105 119-122 0-017 0.0% 119-097
Close 119-120 119-150 0-030 0.1% 119-135
Range 0-052 0-045 -0-007 -13.5% 0-223
ATR 0-090 0-087 -0-003 -3.4% 0-000
Volume 842,641 1,454,580 611,939 72.6% 3,204,120
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-281 119-261 119-175
R3 119-236 119-216 119-162
R2 119-191 119-191 119-158
R1 119-171 119-171 119-154 119-181
PP 119-146 119-146 119-146 119-152
S1 119-126 119-126 119-146 119-136
S2 119-101 119-101 119-142
S3 119-056 119-081 119-138
S4 119-011 119-036 119-125
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-213 121-077 119-258
R3 120-310 120-174 119-196
R2 120-087 120-087 119-176
R1 119-271 119-271 119-155 119-228
PP 119-184 119-184 119-184 119-162
S1 119-048 119-048 119-115 119-004
S2 118-281 118-281 119-094
S3 118-058 118-145 119-074
S4 117-155 117-242 119-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-270 119-097 0-173 0.5% 0-078 0.2% 31% False False 930,633
10 120-070 119-097 0-293 0.8% 0-084 0.2% 18% False False 779,469
20 120-070 118-195 1-195 1.3% 0-094 0.2% 53% False False 782,483
40 120-070 118-195 1-195 1.3% 0-092 0.2% 53% False False 691,248
60 120-070 118-180 1-210 1.4% 0-091 0.2% 55% False False 670,333
80 120-070 118-170 1-220 1.4% 0-088 0.2% 56% False False 553,850
100 120-070 117-280 2-110 2.0% 0-083 0.2% 68% False False 443,409
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-038
2.618 119-285
1.618 119-240
1.000 119-212
0.618 119-195
HIGH 119-167
0.618 119-150
0.500 119-144
0.382 119-139
LOW 119-122
0.618 119-094
1.000 119-077
1.618 119-049
2.618 119-004
4.250 118-251
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 119-148 119-161
PP 119-146 119-157
S1 119-144 119-154

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

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