ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 119-007 118-312 -0-015 0.0% 119-175
High 119-017 119-032 0-015 0.0% 119-197
Low 118-287 118-297 0-010 0.0% 118-287
Close 118-300 119-020 0-040 0.1% 118-300
Range 0-050 0-055 0-005 10.0% 0-230
ATR 0-087 0-085 -0-002 -2.6% 0-000
Volume 4,528 4,197 -331 -7.3% 40,357
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-175 119-152 119-050
R3 119-120 119-097 119-035
R2 119-065 119-065 119-030
R1 119-042 119-042 119-025 119-054
PP 119-010 119-010 119-010 119-015
S1 118-307 118-307 119-015 118-318
S2 118-275 118-275 119-010
S3 118-220 118-252 119-005
S4 118-165 118-197 118-310
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 121-098 120-269 119-106
R3 120-188 120-039 119-043
R2 119-278 119-278 119-022
R1 119-129 119-129 119-001 119-088
PP 119-048 119-048 119-048 119-028
S1 118-219 118-219 118-279 118-178
S2 118-138 118-138 118-258
S3 117-228 117-309 118-237
S4 116-318 117-079 118-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-097 118-287 0-130 0.3% 0-061 0.2% 41% False False 6,280
10 119-250 118-287 0-283 0.7% 0-093 0.2% 19% False False 35,507
20 120-000 118-287 1-033 0.9% 0-081 0.2% 15% False False 428,798
40 120-070 118-195 1-195 1.4% 0-087 0.2% 28% False False 563,727
60 120-070 118-195 1-195 1.4% 0-088 0.2% 28% False False 575,310
80 120-070 118-180 1-210 1.4% 0-089 0.2% 30% False False 589,583
100 120-070 118-050 2-020 1.7% 0-087 0.2% 44% False False 474,093
120 120-070 117-250 2-140 2.0% 0-079 0.2% 53% False False 395,130
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-266
2.618 119-176
1.618 119-121
1.000 119-087
0.618 119-066
HIGH 119-032
0.618 119-011
0.500 119-004
0.382 118-318
LOW 118-297
0.618 118-263
1.000 118-242
1.618 118-208
2.618 118-153
4.250 118-063
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 119-015 119-020
PP 119-010 119-019
S1 119-004 119-018

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

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