ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 119-190 119-220 0-030 0.1% 119-132
High 119-245 119-242 -0-003 0.0% 119-245
Low 119-187 119-197 0-010 0.0% 119-105
Close 119-222 119-230 0-008 0.0% 119-230
Range 0-058 0-045 -0-013 -22.4% 0-140
ATR 0-083 0-080 -0-003 -3.3% 0-000
Volume 969,012 183,908 -785,104 -81.0% 5,016,785
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-038 120-019 119-255
R3 119-313 119-294 119-242
R2 119-268 119-268 119-238
R1 119-249 119-249 119-234 119-258
PP 119-223 119-223 119-223 119-228
S1 119-204 119-204 119-226 119-214
S2 119-178 119-178 119-222
S3 119-133 119-159 119-218
S4 119-088 119-114 119-205
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-293 120-242 119-307
R3 120-153 120-102 119-268
R2 120-013 120-013 119-256
R1 119-282 119-282 119-243 119-308
PP 119-193 119-193 119-193 119-206
S1 119-142 119-142 119-217 119-168
S2 119-053 119-053 119-204
S3 118-233 119-002 119-192
S4 118-093 118-182 119-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-245 119-105 0-140 0.4% 0-053 0.1% 89% False False 1,003,357
10 120-000 119-097 0-223 0.6% 0-068 0.2% 60% False False 822,090
20 120-070 119-060 1-010 0.9% 0-080 0.2% 52% False False 741,539
40 120-070 118-195 1-195 1.3% 0-088 0.2% 69% False False 712,137
60 120-070 118-180 1-210 1.4% 0-089 0.2% 70% False False 681,572
80 120-070 118-180 1-210 1.4% 0-088 0.2% 70% False False 587,727
100 120-070 118-030 2-040 1.8% 0-083 0.2% 76% False False 470,604
120 120-070 117-250 2-140 2.0% 0-071 0.2% 79% False False 392,171
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-113
2.618 120-040
1.618 119-315
1.000 119-287
0.618 119-270
HIGH 119-242
0.618 119-225
0.500 119-220
0.382 119-214
LOW 119-197
0.618 119-169
1.000 119-152
1.618 119-124
2.618 119-079
4.250 119-006
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 119-226 119-218
PP 119-223 119-206
S1 119-220 119-194

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

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