ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 30-Jul-2014
Day Change Summary
Previous Current
29-Jul-2014 30-Jul-2014 Change Change % Previous Week
Open 118-040 118-080 0-040 0.1% 118-080
High 118-080 118-080 0-000 0.0% 118-130
Low 118-040 117-230 -0-130 -0.3% 118-030
Close 118-070 117-280 -0-110 -0.3% 118-080
Range 0-040 0-170 0-130 325.0% 0-100
ATR 0-060 0-068 0-008 13.1% 0-000
Volume 3,532 549 -2,983 -84.5% 15,354
Daily Pivots for day following 30-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-173 119-077 118-054
R3 119-003 118-227 118-007
R2 118-153 118-153 117-311
R1 118-057 118-057 117-296 118-020
PP 117-303 117-303 117-303 117-285
S1 117-207 117-207 117-264 117-170
S2 117-133 117-133 117-249
S3 116-283 117-037 117-233
S4 116-113 116-187 117-186
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 119-060 119-010 118-135
R3 118-280 118-230 118-108
R2 118-180 118-180 118-098
R1 118-130 118-130 118-089 118-130
PP 118-080 118-080 118-080 118-080
S1 118-030 118-030 118-071 118-030
S2 117-300 117-300 118-062
S3 117-200 117-250 118-052
S4 117-100 117-150 118-025
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-230 0-170 0.5% 0-072 0.2% 29% True True 2,115
10 118-170 117-230 0-260 0.7% 0-060 0.2% 19% False True 2,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 120-162
2.618 119-205
1.618 119-035
1.000 118-250
0.618 118-185
HIGH 118-080
0.618 118-015
0.500 117-315
0.382 117-295
LOW 117-230
0.618 117-125
1.000 117-060
1.618 116-275
2.618 116-105
4.250 115-148
Fisher Pivots for day following 30-Jul-2014
Pivot 1 day 3 day
R1 117-315 117-315
PP 117-303 117-303
S1 117-292 117-292

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

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