ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 23-Jul-2014
Day Change Summary
Previous Current
22-Jul-2014 23-Jul-2014 Change Change % Previous Week
Open 118-050 118-100 0-050 0.1% 118-090
High 118-100 118-130 0-030 0.1% 118-170
Low 118-050 118-100 0-050 0.1% 118-020
Close 118-100 118-120 0-020 0.1% 118-080
Range 0-050 0-030 -0-020 -40.0% 0-150
ATR 0-063 0-061 -0-002 -3.7% 0-000
Volume 5,108 1,803 -3,305 -64.7% 3,186
Daily Pivots for day following 23-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-207 118-193 118-136
R3 118-177 118-163 118-128
R2 118-147 118-147 118-126
R1 118-133 118-133 118-123 118-140
PP 118-117 118-117 118-117 118-120
S1 118-103 118-103 118-117 118-110
S2 118-087 118-087 118-114
S3 118-057 118-073 118-112
S4 118-027 118-043 118-104
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
5 118-170 118-050 0-120 0.3% 0-048 0.1% 58% False False 2,804
10 118-170 118-020 0-150 0.4% 0-028 0.1% 67% False False 1,856
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 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-258
2.618 118-209
1.618 118-179
1.000 118-160
0.618 118-149
HIGH 118-130
0.618 118-119
0.500 118-115
0.382 118-111
LOW 118-100
0.618 118-081
1.000 118-070
1.618 118-051
2.618 118-021
4.250 117-292
Fisher Pivots for day following 23-Jul-2014
Pivot 1 day 3 day
R1 118-118 118-110
PP 118-117 118-100
S1 118-115 118-090

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

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