ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 118-080 117-280 -0-120 -0.3% 118-080
High 118-080 117-300 -0-100 -0.3% 118-130
Low 117-230 117-230 0-000 0.0% 118-030
Close 117-280 117-290 0-010 0.0% 118-080
Range 0-170 0-070 -0-100 -58.8% 0-100
ATR 0-068 0-068 0-000 0.2% 0-000
Volume 549 2,669 2,120 386.2% 15,354
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 118-163 118-137 118-008
R3 118-093 118-067 117-309
R2 118-023 118-023 117-303
R1 117-317 117-317 117-296 118-010
PP 117-273 117-273 117-273 117-280
S1 117-247 117-247 117-284 117-260
S2 117-203 117-203 117-277
S3 117-133 117-177 117-271
S4 117-063 117-107 117-252
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% 0-078 0.2% 35% False True 2,412
10 118-130 117-230 0-220 0.6% 0-058 0.2% 27% False True 2,616
20 118-170 117-230 0-260 0.7% 0-043 0.1% 23% False True 1,602
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-278
2.618 118-163
1.618 118-093
1.000 118-050
0.618 118-023
HIGH 117-300
0.618 117-273
0.500 117-265
0.382 117-257
LOW 117-230
0.618 117-187
1.000 117-160
1.618 117-117
2.618 117-047
4.250 116-252
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 117-282 117-315
PP 117-273 117-307
S1 117-265 117-298

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

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