ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 118-210 118-220 0-010 0.0% 118-130
High 118-240 118-300 0-060 0.2% 119-030
Low 118-210 118-200 -0-010 0.0% 118-100
Close 118-230 118-290 0-060 0.2% 118-230
Range 0-030 0-100 0-070 233.3% 0-250
ATR 0-075 0-077 0-002 2.4% 0-000
Volume 4,272 7,795 3,523 82.5% 20,181
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-243 119-207 119-025
R3 119-143 119-107 118-318
R2 119-043 119-043 118-308
R1 119-007 119-007 118-299 119-025
PP 118-263 118-263 118-263 118-272
S1 118-227 118-227 118-281 118-245
S2 118-163 118-163 118-272
S3 118-063 118-127 118-262
S4 117-283 118-027 118-235
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% 0-082 0.2% 70% False False 6,034
10 119-030 117-230 1-120 1.2% 0-087 0.2% 86% False False 4,910
20 119-030 117-230 1-120 1.2% 0-074 0.2% 86% False False 3,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-085
2.618 119-242
1.618 119-142
1.000 119-080
0.618 119-042
HIGH 118-300
0.618 118-262
0.500 118-250
0.382 118-238
LOW 118-200
0.618 118-138
1.000 118-100
1.618 118-038
2.618 117-258
4.250 117-095
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 118-277 118-273
PP 118-263 118-257
S1 118-250 118-240

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

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