ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 119-165 119-097 -0-068 -0.2% 119-225
High 119-210 119-250 0-040 0.1% 119-250
Low 119-092 119-077 -0-015 0.0% 119-065
Close 119-107 119-157 0-050 0.1% 119-157
Range 0-118 0-173 0-055 46.6% 0-185
ATR 0-088 0-095 0-006 6.8% 0-000
Volume 43,256 33,194 -10,062 -23.3% 310,516
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 121-040 120-272 119-252
R3 120-187 120-099 119-205
R2 120-014 120-014 119-189
R1 119-246 119-246 119-173 119-290
PP 119-161 119-161 119-161 119-184
S1 119-073 119-073 119-141 119-117
S2 118-308 118-308 119-125
S3 118-135 118-220 119-109
S4 117-282 118-047 119-062
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 121-072 120-300 119-259
R3 120-207 120-115 119-208
R2 120-022 120-022 119-191
R1 119-250 119-250 119-174 119-204
PP 119-157 119-157 119-157 119-134
S1 119-065 119-065 119-140 119-018
S2 118-292 118-292 119-123
S3 118-107 118-200 119-106
S4 117-242 118-015 119-055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-250 119-065 0-185 0.5% 0-116 0.3% 50% True False 98,884
10 119-250 119-065 0-185 0.5% 0-092 0.2% 50% True False 622,997
20 120-070 119-065 1-005 0.8% 0-089 0.2% 28% False False 633,462
40 120-070 118-195 1-195 1.3% 0-091 0.2% 55% False False 650,639
60 120-070 118-180 1-210 1.4% 0-092 0.2% 56% False False 646,421
80 120-070 118-180 1-210 1.4% 0-091 0.2% 56% False False 591,163
100 120-070 118-030 2-040 1.8% 0-086 0.2% 66% False False 473,664
120 120-070 117-250 2-140 2.0% 0-075 0.2% 70% False False 394,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 122-025
2.618 121-063
1.618 120-210
1.000 120-103
0.618 120-037
HIGH 119-250
0.618 119-184
0.500 119-164
0.382 119-143
LOW 119-077
0.618 118-290
1.000 118-224
1.618 118-117
2.618 117-264
4.250 116-302
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 119-164 119-158
PP 119-161 119-157
S1 119-159 119-157

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

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