ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 14-Aug-2014
Day Change Summary
Previous Current
13-Aug-2014 14-Aug-2014 Change Change % Previous Week
Open 118-220 118-280 0-060 0.2% 118-130
High 118-300 119-030 0-050 0.1% 119-030
Low 118-200 118-280 0-080 0.2% 118-100
Close 118-290 118-310 0-020 0.1% 118-230
Range 0-100 0-070 -0-030 -30.0% 0-250
ATR 0-077 0-076 0-000 -0.6% 0-000
Volume 7,795 6,071 -1,724 -22.1% 20,181
Daily Pivots for day following 14-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-203 119-167 119-028
R3 119-133 119-097 119-009
R2 119-063 119-063 119-003
R1 119-027 119-027 118-316 119-045
PP 118-313 118-313 118-313 119-002
S1 118-277 118-277 118-304 118-295
S2 118-243 118-243 118-297
S3 118-173 118-207 118-291
S4 118-103 118-137 118-272
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
5 119-030 118-180 0-170 0.4% 0-078 0.2% 76% True False 6,241
10 119-030 117-270 1-080 1.1% 0-087 0.2% 90% True False 5,251
20 119-030 117-230 1-120 1.2% 0-072 0.2% 91% True False 3,933
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 2 trading days
Fibonacci Retracements and Extensions
4.250 120-008
2.618 119-213
1.618 119-143
1.000 119-100
0.618 119-073
HIGH 119-030
0.618 119-003
0.500 118-315
0.382 118-307
LOW 118-280
0.618 118-237
1.000 118-210
1.618 118-167
2.618 118-097
4.250 117-302
Fisher Pivots for day following 14-Aug-2014
Pivot 1 day 3 day
R1 118-315 118-298
PP 118-313 118-287
S1 118-312 118-275

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

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