ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 118-262 119-022 0-080 0.2% 118-312
High 118-312 119-037 0-045 0.1% 119-140
Low 118-212 119-007 0-115 0.3% 118-212
Close 118-290 119-030 0-060 0.2% 118-290
Range 0-100 0-030 -0-070 -70.0% 0-248
ATR 0-092 0-090 -0-002 -1.9% 0-000
Volume 5,033 1,614 -3,419 -67.9% 20,785
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-115 119-102 119-046
R3 119-085 119-072 119-038
R2 119-055 119-055 119-036
R1 119-042 119-042 119-033 119-048
PP 119-025 119-025 119-025 119-028
S1 119-012 119-012 119-027 119-018
S2 118-315 118-315 119-024
S3 118-285 118-302 119-022
S4 118-255 118-272 119-014
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% 0-086 0.2% 56% False False 3,640
10 119-140 118-212 0-248 0.7% 0-074 0.2% 56% False False 4,960
20 119-250 118-212 1-038 0.9% 0-081 0.2% 39% False False 269,502
40 120-070 118-195 1-195 1.4% 0-088 0.2% 30% False False 496,730
60 120-070 118-195 1-195 1.4% 0-088 0.2% 30% False False 528,798
80 120-070 118-180 1-210 1.4% 0-090 0.2% 32% False False 558,446
100 120-070 118-060 2-010 1.7% 0-089 0.2% 45% False False 474,071
120 120-070 117-250 2-140 2.0% 0-082 0.2% 54% False False 395,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-020
Narrowest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 119-164
2.618 119-116
1.618 119-086
1.000 119-067
0.618 119-056
HIGH 119-037
0.618 119-026
0.500 119-022
0.382 119-018
LOW 119-007
0.618 118-308
1.000 118-297
1.618 118-278
2.618 118-248
4.250 118-200
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 119-027 119-008
PP 119-025 118-306
S1 119-022 118-284

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

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