ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 119-045 119-075 0-030 0.1% 119-175
High 119-075 119-140 0-065 0.2% 119-197
Low 119-025 118-280 -0-065 -0.2% 118-287
Close 119-055 119-005 -0-050 -0.1% 118-300
Range 0-050 0-180 0-130 260.0% 0-230
ATR 0-083 0-090 0-007 8.4% 0-000
Volume 5,778 2,767 -3,011 -52.1% 40,357
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 120-255 120-150 119-104
R3 120-075 119-290 119-054
R2 119-215 119-215 119-038
R1 119-110 119-110 119-022 119-072
PP 119-035 119-035 119-035 119-016
S1 118-250 118-250 118-308 118-212
S2 118-175 118-175 118-292
S3 117-315 118-070 118-276
S4 117-135 117-210 118-226
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
5 119-140 118-280 0-180 0.5% 0-081 0.2% 25% True True 4,112
10 119-250 118-280 0-290 0.8% 0-092 0.2% 16% False True 12,954
20 119-270 118-280 0-310 0.8% 0-086 0.2% 15% False True 386,817
40 120-070 118-195 1-195 1.4% 0-089 0.2% 25% False False 535,515
60 120-070 118-195 1-195 1.4% 0-089 0.2% 25% False False 561,287
80 120-070 118-180 1-210 1.4% 0-091 0.2% 27% False False 585,561
100 120-070 118-060 2-010 1.7% 0-088 0.2% 41% False False 474,112
120 120-070 117-250 2-140 2.0% 0-081 0.2% 51% False False 395,201
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 0-022
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 121-265
2.618 120-291
1.618 120-111
1.000 120-000
0.618 119-251
HIGH 119-140
0.618 119-071
0.500 119-050
0.382 119-029
LOW 118-280
0.618 118-169
1.000 118-100
1.618 117-309
2.618 117-129
4.250 116-155
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 119-050 119-050
PP 119-035 119-035
S1 119-020 119-020

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

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