ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 119-125 119-142 0-017 0.0% 119-310
High 119-167 119-205 0-038 0.1% 120-000
Low 119-122 119-142 0-020 0.1% 119-097
Close 119-150 119-187 0-037 0.1% 119-135
Range 0-045 0-063 0-018 40.0% 0-223
ATR 0-087 0-085 -0-002 -1.9% 0-000
Volume 1,454,580 1,566,644 112,064 7.7% 3,204,120
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-047 120-020 119-222
R3 119-304 119-277 119-204
R2 119-241 119-241 119-199
R1 119-214 119-214 119-193 119-228
PP 119-178 119-178 119-178 119-185
S1 119-151 119-151 119-181 119-164
S2 119-115 119-115 119-175
S3 119-052 119-088 119-170
S4 118-309 119-025 119-152
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
5 119-225 119-097 0-128 0.3% 0-069 0.2% 70% False False 1,092,539
10 120-070 119-097 0-293 0.8% 0-079 0.2% 31% False False 870,875
20 120-070 118-200 1-190 1.3% 0-089 0.2% 60% False False 803,733
40 120-070 118-195 1-195 1.3% 0-091 0.2% 61% False False 719,108
60 120-070 118-180 1-210 1.4% 0-091 0.2% 62% False False 685,416
80 120-070 118-170 1-220 1.4% 0-089 0.2% 62% False False 573,384
100 120-070 118-030 2-040 1.8% 0-083 0.2% 70% False False 459,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-153
2.618 120-050
1.618 119-307
1.000 119-268
0.618 119-244
HIGH 119-205
0.618 119-181
0.500 119-174
0.382 119-166
LOW 119-142
0.618 119-103
1.000 119-079
1.618 119-040
2.618 118-297
4.250 118-194
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 119-182 119-176
PP 119-178 119-166
S1 119-174 119-155

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

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