ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 118-180 118-310 0-130 0.3% 118-130
High 118-240 119-030 0-110 0.3% 119-030
Low 118-150 118-210 0-060 0.2% 118-100
Close 118-240 118-230 -0-010 0.0% 118-230
Range 0-090 0-140 0-050 55.6% 0-250
ATR 0-076 0-081 0-005 6.0% 0-000
Volume 5,039 2,918 -2,121 -42.1% 20,181
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-043 119-277 118-307
R3 119-223 119-137 118-268
R2 119-083 119-083 118-256
R1 118-317 118-317 118-243 118-290
PP 118-263 118-263 118-263 118-250
S1 118-177 118-177 118-217 118-150
S2 118-123 118-123 118-204
S3 117-303 118-037 118-192
S4 117-163 117-217 118-153
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-017 120-213 119-048
R3 120-087 119-283 118-299
R2 119-157 119-157 118-276
R1 119-033 119-033 118-253 119-095
PP 118-227 118-227 118-227 118-258
S1 118-103 118-103 118-207 118-165
S2 117-297 117-297 118-184
S3 117-047 117-173 118-161
S4 116-117 116-243 118-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-030 118-100 0-250 0.7% 0-084 0.2% 52% True False 4,036
10 119-030 117-230 1-120 1.2% 0-096 0.3% 73% True False 3,415
20 119-030 117-230 1-120 1.2% 0-065 0.2% 73% True False 2,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-305
2.618 120-077
1.618 119-257
1.000 119-170
0.618 119-117
HIGH 119-030
0.618 118-297
0.500 118-280
0.382 118-263
LOW 118-210
0.618 118-123
1.000 118-070
1.618 117-303
2.618 117-163
4.250 116-255
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 118-280 118-250
PP 118-263 118-243
S1 118-247 118-237

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

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