ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 118-160 118-180 0-020 0.1% 118-060
High 118-200 118-240 0-040 0.1% 118-150
Low 118-150 118-150 0-000 0.0% 117-230
Close 118-160 118-240 0-080 0.2% 118-120
Range 0-050 0-090 0-040 80.0% 0-240
ATR 0-075 0-076 0-001 1.4% 0-000
Volume 5,934 5,039 -895 -15.1% 13,971
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-160 119-130 118-290
R3 119-070 119-040 118-265
R2 118-300 118-300 118-256
R1 118-270 118-270 118-248 118-285
PP 118-210 118-210 118-210 118-218
S1 118-180 118-180 118-232 118-195
S2 118-120 118-120 118-224
S3 118-030 118-090 118-215
S4 117-260 118-000 118-190
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
5 118-240 117-270 0-290 0.8% 0-096 0.3% 100% True False 4,261
10 118-240 117-230 1-010 0.9% 0-087 0.2% 100% True False 3,336
20 118-240 117-230 1-010 0.9% 0-058 0.2% 100% True False 2,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-302
2.618 119-156
1.618 119-066
1.000 119-010
0.618 118-296
HIGH 118-240
0.618 118-206
0.500 118-195
0.382 118-184
LOW 118-150
0.618 118-094
1.000 118-060
1.618 118-004
2.618 117-234
4.250 117-088
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 118-225 118-217
PP 118-210 118-193
S1 118-195 118-170

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

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