ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 119-097 119-175 0-078 0.2% 119-225
High 119-250 119-197 -0-053 -0.1% 119-250
Low 119-077 119-105 0-028 0.1% 119-065
Close 119-157 119-112 -0-045 -0.1% 119-157
Range 0-173 0-092 -0-081 -46.8% 0-185
ATR 0-095 0-094 0-000 -0.2% 0-000
Volume 33,194 13,151 -20,043 -60.4% 310,516
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-094 120-035 119-163
R3 120-002 119-263 119-137
R2 119-230 119-230 119-129
R1 119-171 119-171 119-120 119-154
PP 119-138 119-138 119-138 119-130
S1 119-079 119-079 119-104 119-062
S2 119-046 119-046 119-095
S3 118-274 118-307 119-087
S4 118-182 118-215 119-061
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% 0-125 0.3% 25% False False 64,733
10 119-250 119-065 0-185 0.5% 0-089 0.2% 25% False False 534,045
20 120-070 119-065 1-005 0.9% 0-087 0.2% 14% False False 591,302
40 120-070 118-195 1-195 1.3% 0-091 0.2% 46% False False 640,054
60 120-070 118-180 1-210 1.4% 0-092 0.2% 48% False False 635,148
80 120-070 118-180 1-210 1.4% 0-091 0.2% 48% False False 591,150
100 120-070 118-030 2-040 1.8% 0-086 0.2% 59% False False 473,793
120 120-070 117-250 2-140 2.0% 0-076 0.2% 64% False False 394,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-268
2.618 120-118
1.618 120-026
1.000 119-289
0.618 119-254
HIGH 119-197
0.618 119-162
0.500 119-151
0.382 119-140
LOW 119-105
0.618 119-048
1.000 119-013
1.618 118-276
2.618 118-184
4.250 118-034
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 119-151 119-164
PP 119-138 119-146
S1 119-125 119-129

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

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