ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 117-270 118-130 0-180 0.5% 118-060
High 118-150 118-180 0-030 0.1% 118-150
Low 117-270 118-110 0-160 0.4% 117-230
Close 118-120 118-150 0-030 0.1% 118-120
Range 0-200 0-070 -0-130 -65.0% 0-240
ATR 0-077 0-077 -0-001 -0.7% 0-000
Volume 4,042 2,382 -1,660 -41.1% 13,971
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-037 119-003 118-188
R3 118-287 118-253 118-169
R2 118-217 118-217 118-163
R1 118-183 118-183 118-156 118-200
PP 118-147 118-147 118-147 118-155
S1 118-113 118-113 118-144 118-130
S2 118-077 118-077 118-137
S3 118-007 118-043 118-131
S4 117-257 117-293 118-112
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-140 120-050 118-252
R3 119-220 119-130 118-186
R2 118-300 118-300 118-164
R1 118-210 118-210 118-142 118-255
PP 118-060 118-060 118-060 118-082
S1 117-290 117-290 118-098 118-015
S2 117-140 117-140 118-076
S3 116-220 117-050 118-054
S4 115-300 116-130 117-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-180 117-230 0-270 0.7% 0-110 0.3% 89% True False 2,634
10 118-180 117-230 0-270 0.7% 0-078 0.2% 89% True False 2,658
20 118-180 117-230 0-270 0.7% 0-054 0.1% 89% True False 1,921
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
4.250 119-158
2.618 119-043
1.618 118-293
1.000 118-250
0.618 118-223
HIGH 118-180
0.618 118-153
0.500 118-145
0.382 118-137
LOW 118-110
0.618 118-067
1.000 118-040
1.618 117-317
2.618 117-247
4.250 117-132
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 118-148 118-115
PP 118-147 118-080
S1 118-145 118-045

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

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