ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 11-Aug-2014
Day Change Summary
Previous Current
08-Aug-2014 11-Aug-2014 Change Change % Previous Week
Open 118-310 118-200 -0-110 -0.3% 118-130
High 119-030 118-230 -0-120 -0.3% 119-030
Low 118-210 118-180 -0-030 -0.1% 118-100
Close 118-230 118-220 -0-010 0.0% 118-230
Range 0-140 0-050 -0-090 -64.3% 0-250
ATR 0-081 0-079 -0-002 -2.7% 0-000
Volume 2,918 10,150 7,232 247.8% 20,181
Daily Pivots for day following 11-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-040 119-020 118-248
R3 118-310 118-290 118-234
R2 118-260 118-260 118-229
R1 118-240 118-240 118-225 118-250
PP 118-210 118-210 118-210 118-215
S1 118-190 118-190 118-215 118-200
S2 118-160 118-160 118-211
S3 118-110 118-140 118-206
S4 118-060 118-090 118-192
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% 0-080 0.2% 48% False False 5,589
10 119-030 117-230 1-120 1.2% 0-095 0.3% 70% False False 4,112
20 119-030 117-230 1-120 1.2% 0-067 0.2% 70% False False 3,131
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-122
2.618 119-041
1.618 118-311
1.000 118-280
0.618 118-261
HIGH 118-230
0.618 118-211
0.500 118-205
0.382 118-199
LOW 118-180
0.618 118-149
1.000 118-130
1.618 118-099
2.618 118-049
4.250 117-288
Fisher Pivots for day following 11-Aug-2014
Pivot 1 day 3 day
R1 118-215 118-250
PP 118-210 118-240
S1 118-205 118-230

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

View Archives - Comment on this page... - Back to Index of Symbols