ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 118-312 119-045 0-053 0.1% 119-175
High 119-032 119-075 0-043 0.1% 119-197
Low 118-297 119-025 0-048 0.1% 118-287
Close 119-020 119-055 0-035 0.1% 118-300
Range 0-055 0-050 -0-005 -9.1% 0-230
ATR 0-085 0-083 -0-002 -2.5% 0-000
Volume 4,197 5,778 1,581 37.7% 40,357
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-202 119-178 119-082
R3 119-152 119-128 119-069
R2 119-102 119-102 119-064
R1 119-078 119-078 119-060 119-090
PP 119-052 119-052 119-052 119-058
S1 119-028 119-028 119-050 119-040
S2 119-002 119-002 119-046
S3 118-272 118-298 119-041
S4 118-222 118-248 119-028
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
5 119-075 118-287 0-108 0.3% 0-057 0.2% 81% True False 5,191
10 119-250 118-287 0-283 0.7% 0-084 0.2% 31% False False 19,444
20 120-000 118-287 1-033 0.9% 0-080 0.2% 25% False False 408,283
40 120-070 118-195 1-195 1.4% 0-086 0.2% 35% False False 551,819
60 120-070 118-195 1-195 1.4% 0-087 0.2% 35% False False 567,594
80 120-070 118-180 1-210 1.4% 0-089 0.2% 37% False False 588,096
100 120-070 118-060 2-010 1.7% 0-087 0.2% 48% False False 474,125
120 120-070 117-250 2-140 2.0% 0-079 0.2% 57% False False 395,178
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-288
2.618 119-206
1.618 119-156
1.000 119-125
0.618 119-106
HIGH 119-075
0.618 119-056
0.500 119-050
0.382 119-044
LOW 119-025
0.618 118-314
1.000 118-295
1.618 118-264
2.618 118-214
4.250 118-132
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 119-053 119-044
PP 119-052 119-032
S1 119-050 119-021

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

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