ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 118-200 118-210 0-010 0.0% 118-130
High 118-230 118-240 0-010 0.0% 119-030
Low 118-180 118-210 0-030 0.1% 118-100
Close 118-220 118-230 0-010 0.0% 118-230
Range 0-050 0-030 -0-020 -40.0% 0-250
ATR 0-079 0-075 -0-003 -4.4% 0-000
Volume 10,150 4,272 -5,878 -57.9% 20,181
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 118-317 118-303 118-246
R3 118-287 118-273 118-238
R2 118-257 118-257 118-236
R1 118-243 118-243 118-233 118-250
PP 118-227 118-227 118-227 118-230
S1 118-213 118-213 118-227 118-220
S2 118-197 118-197 118-224
S3 118-167 118-183 118-222
S4 118-137 118-153 118-214
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
5 119-030 118-150 0-200 0.5% 0-072 0.2% 40% False False 5,662
10 119-030 117-230 1-120 1.2% 0-094 0.2% 73% False False 4,186
20 119-030 117-230 1-120 1.2% 0-068 0.2% 73% False False 3,326
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 119-048
2.618 118-319
1.618 118-289
1.000 118-270
0.618 118-259
HIGH 118-240
0.618 118-229
0.500 118-225
0.382 118-221
LOW 118-210
0.618 118-191
1.000 118-180
1.618 118-161
2.618 118-131
4.250 118-082
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 118-228 118-265
PP 118-227 118-253
S1 118-225 118-242

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

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