ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 119-147 119-165 0-018 0.0% 119-132
High 119-165 119-210 0-045 0.1% 119-245
Low 119-065 119-092 0-027 0.1% 119-105
Close 119-140 119-107 -0-033 -0.1% 119-230
Range 0-100 0-118 0-018 18.0% 0-140
ATR 0-086 0-088 0-002 2.6% 0-000
Volume 67,661 43,256 -24,405 -36.1% 5,016,785
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-170 120-097 119-172
R3 120-052 119-299 119-139
R2 119-254 119-254 119-129
R1 119-181 119-181 119-118 119-158
PP 119-136 119-136 119-136 119-125
S1 119-063 119-063 119-096 119-040
S2 119-018 119-018 119-085
S3 118-220 118-265 119-075
S4 118-102 118-147 119-042
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% 0-093 0.2% 23% False False 286,048
10 119-245 119-065 0-180 0.5% 0-081 0.2% 23% False False 689,293
20 120-070 119-065 1-005 0.9% 0-086 0.2% 13% False False 665,930
40 120-070 118-195 1-195 1.3% 0-089 0.2% 45% False False 674,535
60 120-070 118-180 1-210 1.4% 0-091 0.2% 47% False False 655,819
80 120-070 118-180 1-210 1.4% 0-090 0.2% 47% False False 590,901
100 120-070 118-030 2-040 1.8% 0-085 0.2% 58% False False 473,355
120 120-070 117-250 2-140 2.0% 0-074 0.2% 64% False False 394,482
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-072
2.618 120-199
1.618 120-081
1.000 120-008
0.618 119-283
HIGH 119-210
0.618 119-165
0.500 119-151
0.382 119-137
LOW 119-092
0.618 119-019
1.000 118-294
1.618 118-221
2.618 118-103
4.250 117-230
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 119-151 119-145
PP 119-136 119-132
S1 119-122 119-120

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

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