ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 118-100 118-080 -0-020 -0.1% 118-090
High 118-120 118-080 -0-040 -0.1% 118-170
Low 118-080 118-050 -0-030 -0.1% 118-020
Close 118-080 118-050 -0-030 -0.1% 118-080
Range 0-040 0-030 -0-010 -25.0% 0-150
ATR
Volume 881 5,124 4,243 481.6% 3,186
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-150 118-130 118-066
R3 118-120 118-100 118-058
R2 118-090 118-090 118-056
R1 118-070 118-070 118-053 118-065
PP 118-060 118-060 118-060 118-058
S1 118-040 118-040 118-047 118-035
S2 118-030 118-030 118-044
S3 118-000 118-010 118-042
S4 117-290 117-300 118-034
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-220 119-140 118-162
R3 119-070 118-310 118-121
R2 118-240 118-240 118-108
R1 118-160 118-160 118-094 118-125
PP 118-090 118-090 118-090 118-072
S1 118-010 118-010 118-066 117-295
S2 117-260 117-260 118-052
S3 117-110 117-180 118-039
S4 116-280 117-030 117-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-170 118-020 0-150 0.4% 0-032 0.1% 20% False False 1,619
10 118-170 117-290 0-200 0.5% 0-031 0.1% 40% False False 1,183
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 0-005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-208
2.618 118-159
1.618 118-129
1.000 118-110
0.618 118-099
HIGH 118-080
0.618 118-069
0.500 118-065
0.382 118-061
LOW 118-050
0.618 118-031
1.000 118-020
1.618 118-001
2.618 117-291
4.250 117-242
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 118-065 118-110
PP 118-060 118-090
S1 118-055 118-070

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

View Archives - Comment on this page... - Back to Index of Symbols