ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 118-285 118-262 -0-023 -0.1% 118-312
High 118-285 118-312 0-027 0.1% 119-140
Low 118-217 118-212 -0-005 0.0% 118-212
Close 118-260 118-290 0-030 0.1% 118-290
Range 0-068 0-100 0-032 47.1% 0-248
ATR 0-091 0-092 0-001 0.7% 0-000
Volume 3,010 5,033 2,023 67.2% 20,785
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-251 119-211 119-025
R3 119-151 119-111 118-318
R2 119-051 119-051 118-308
R1 119-011 119-011 118-299 119-031
PP 118-271 118-271 118-271 118-282
S1 118-231 118-231 118-281 118-251
S2 118-171 118-171 118-272
S3 118-071 118-131 118-262
S4 117-291 118-031 118-235
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 121-105 120-285 119-106
R3 120-177 120-037 119-038
R2 119-249 119-249 119-015
R1 119-109 119-109 118-313 119-055
PP 119-001 119-001 119-001 118-294
S1 118-181 118-181 118-267 118-127
S2 118-073 118-073 118-245
S3 117-145 117-253 118-222
S4 116-217 117-005 118-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 118-212 0-248 0.7% 0-091 0.2% 31% False True 4,157
10 119-197 118-212 0-305 0.8% 0-080 0.2% 26% False True 6,114
20 119-250 118-212 1-038 0.9% 0-086 0.2% 22% False True 314,555
40 120-070 118-195 1-195 1.4% 0-089 0.2% 18% False False 510,021
60 120-070 118-195 1-195 1.4% 0-089 0.2% 18% False False 539,494
80 120-070 118-180 1-210 1.4% 0-091 0.2% 21% False False 568,158
100 120-070 118-060 2-010 1.7% 0-090 0.2% 35% False False 474,163
120 120-070 117-250 2-140 2.0% 0-082 0.2% 46% False False 395,268
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-097
2.618 119-254
1.618 119-154
1.000 119-092
0.618 119-054
HIGH 118-312
0.618 118-274
0.500 118-262
0.382 118-250
LOW 118-212
0.618 118-150
1.000 118-112
1.618 118-050
2.618 117-270
4.250 117-107
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 118-281 119-016
PP 118-271 119-001
S1 118-262 118-305

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

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