ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 119-010 118-300 -0-030 -0.1% 118-200
High 119-020 119-040 0-020 0.1% 119-120
Low 118-300 118-300 0-000 0.0% 118-180
Close 119-000 118-300 -0-020 -0.1% 119-040
Range 0-040 0-060 0-020 50.0% 0-260
ATR 0-080 0-079 -0-001 -1.8% 0-000
Volume 15,128 9,109 -6,019 -39.8% 36,893
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-180 119-140 119-013
R3 119-120 119-080 118-316
R2 119-060 119-060 118-311
R1 119-020 119-020 118-306 119-010
PP 119-000 119-000 119-000 118-315
S1 118-280 118-280 118-294 118-270
S2 118-260 118-260 118-289
S3 118-200 118-220 118-284
S4 118-140 118-160 118-267
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 121-147 121-033 119-183
R3 120-207 120-093 119-112
R2 119-267 119-267 119-088
R1 119-153 119-153 119-064 119-210
PP 119-007 119-007 119-007 119-035
S1 118-213 118-213 119-016 118-270
S2 118-067 118-067 118-312
S3 117-127 117-273 118-288
S4 116-187 117-013 118-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-120 118-200 0-240 0.6% 0-084 0.2% 42% False False 9,341
10 119-120 118-150 0-290 0.8% 0-078 0.2% 52% False False 7,502
20 119-120 117-230 1-210 1.4% 0-079 0.2% 74% False False 5,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-295
2.618 119-197
1.618 119-137
1.000 119-100
0.618 119-077
HIGH 119-040
0.618 119-017
0.500 119-010
0.382 119-003
LOW 118-300
0.618 118-263
1.000 118-240
1.618 118-203
2.618 118-143
4.250 118-045
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 119-010 119-045
PP 119-000 119-023
S1 118-310 119-002

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

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