ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 119-220 119-225 0-005 0.0% 119-132
High 119-242 119-225 -0-017 0.0% 119-245
Low 119-197 119-082 -0-115 -0.3% 119-105
Close 119-230 119-142 -0-088 -0.2% 119-230
Range 0-045 0-143 0-098 217.8% 0-140
ATR 0-080 0-085 0-005 6.0% 0-000
Volume 183,908 166,405 -17,503 -9.5% 5,016,785
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-259 120-183 119-221
R3 120-116 120-040 119-181
R2 119-293 119-293 119-168
R1 119-217 119-217 119-155 119-184
PP 119-150 119-150 119-150 119-133
S1 119-074 119-074 119-129 119-040
S2 119-007 119-007 119-116
S3 118-184 118-251 119-103
S4 118-041 118-108 119-063
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
5 119-245 119-082 0-163 0.4% 0-071 0.2% 37% False True 868,109
10 120-000 119-082 0-238 0.6% 0-076 0.2% 25% False True 797,123
20 120-070 119-060 1-010 0.9% 0-084 0.2% 25% False False 725,755
40 120-070 118-195 1-195 1.3% 0-090 0.2% 52% False False 706,464
60 120-070 118-180 1-210 1.4% 0-090 0.2% 53% False False 670,702
80 120-070 118-180 1-210 1.4% 0-089 0.2% 53% False False 589,694
100 120-070 118-030 2-040 1.8% 0-084 0.2% 64% False False 472,268
120 120-070 117-250 2-140 2.0% 0-072 0.2% 68% False False 393,558
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 121-193
2.618 120-279
1.618 120-136
1.000 120-048
0.618 119-313
HIGH 119-225
0.618 119-170
0.500 119-154
0.382 119-137
LOW 119-082
0.618 118-314
1.000 118-259
1.618 118-171
2.618 118-028
4.250 117-114
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 119-154 119-164
PP 119-150 119-156
S1 119-146 119-149

Download as Excel Spreadsheet

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

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