ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 119-142 119-190 0-048 0.1% 119-310
High 119-205 119-245 0-040 0.1% 120-000
Low 119-142 119-187 0-045 0.1% 119-097
Close 119-187 119-222 0-035 0.1% 119-135
Range 0-063 0-058 -0-005 -7.9% 0-223
ATR 0-085 0-083 -0-002 -2.3% 0-000
Volume 1,566,644 969,012 -597,632 -38.1% 3,204,120
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-072 120-045 119-254
R3 120-014 119-307 119-238
R2 119-276 119-276 119-233
R1 119-249 119-249 119-227 119-262
PP 119-218 119-218 119-218 119-225
S1 119-191 119-191 119-217 119-204
S2 119-160 119-160 119-211
S3 119-102 119-133 119-206
S4 119-044 119-075 119-190
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
5 119-245 119-097 0-148 0.4% 0-069 0.2% 84% True False 1,147,110
10 120-070 119-097 0-293 0.8% 0-078 0.2% 43% False False 892,494
20 120-070 118-247 1-143 1.2% 0-088 0.2% 64% False False 801,966
40 120-070 118-195 1-195 1.3% 0-090 0.2% 67% False False 726,540
60 120-070 118-180 1-210 1.4% 0-090 0.2% 68% False False 691,038
80 120-070 118-170 1-220 1.4% 0-089 0.2% 69% False False 585,444
100 120-070 118-030 2-040 1.8% 0-083 0.2% 75% False False 468,765
120 120-070 117-250 2-140 2.0% 0-071 0.2% 78% False False 390,639
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-172
2.618 120-077
1.618 120-019
1.000 119-303
0.618 119-281
HIGH 119-245
0.618 119-223
0.500 119-216
0.382 119-209
LOW 119-187
0.618 119-151
1.000 119-129
1.618 119-093
2.618 119-035
4.250 118-260
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 119-220 119-209
PP 119-218 119-196
S1 119-216 119-184

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

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