ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 119-225 119-147 -0-078 -0.2% 119-132
High 119-225 119-165 -0-060 -0.2% 119-245
Low 119-082 119-065 -0-017 0.0% 119-105
Close 119-142 119-140 -0-002 0.0% 119-230
Range 0-143 0-100 -0-043 -30.1% 0-140
ATR 0-085 0-086 0-001 1.2% 0-000
Volume 166,405 67,661 -98,744 -59.3% 5,016,785
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-103 120-062 119-195
R3 120-003 119-282 119-168
R2 119-223 119-223 119-158
R1 119-182 119-182 119-149 119-152
PP 119-123 119-123 119-123 119-109
S1 119-082 119-082 119-131 119-052
S2 119-023 119-023 119-122
S3 118-243 118-302 119-112
S4 118-143 118-202 119-085
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
5 119-245 119-065 0-180 0.5% 0-082 0.2% 42% False True 590,726
10 119-270 119-065 0-205 0.5% 0-080 0.2% 37% False True 760,679
20 120-070 119-065 1-005 0.9% 0-084 0.2% 23% False True 698,037
40 120-070 118-195 1-195 1.3% 0-090 0.2% 51% False False 693,395
60 120-070 118-180 1-210 1.4% 0-090 0.2% 53% False False 663,997
80 120-070 118-180 1-210 1.4% 0-089 0.2% 53% False False 590,471
100 120-070 118-030 2-040 1.8% 0-085 0.2% 63% False False 472,923
120 120-070 117-250 2-140 2.0% 0-073 0.2% 68% False False 394,122
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-270
2.618 120-107
1.618 120-007
1.000 119-265
0.618 119-227
HIGH 119-165
0.618 119-127
0.500 119-115
0.382 119-103
LOW 119-065
0.618 119-003
1.000 118-285
1.618 118-223
2.618 118-123
4.250 117-280
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 119-132 119-154
PP 119-123 119-149
S1 119-115 119-144

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

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