ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 118-220 118-170 -0-050 -0.1% 119-010
High 118-260 118-190 -0-070 -0.2% 119-040
Low 118-130 118-140 0-010 0.0% 118-130
Close 118-170 118-160 -0-010 0.0% 118-170
Range 0-130 0-050 -0-080 -61.5% 0-230
ATR 0-083 0-081 -0-002 -2.8% 0-000
Volume 55,483 113,958 58,475 105.4% 176,957
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 118-313 118-287 118-188
R3 118-263 118-237 118-174
R2 118-213 118-213 118-169
R1 118-187 118-187 118-165 118-175
PP 118-163 118-163 118-163 118-158
S1 118-137 118-137 118-155 118-125
S2 118-113 118-113 118-151
S3 118-063 118-087 118-146
S4 118-013 118-037 118-132
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 120-270 120-130 118-296
R3 120-040 119-220 118-233
R2 119-130 119-130 118-212
R1 118-310 118-310 118-191 118-265
PP 118-220 118-220 118-220 118-198
S1 118-080 118-080 118-149 118-035
S2 117-310 117-310 118-128
S3 117-080 117-170 118-107
S4 116-170 116-260 118-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-040 118-130 0-230 0.6% 0-082 0.2% 13% False False 55,157
10 119-120 118-130 0-310 0.8% 0-080 0.2% 10% False False 31,765
20 119-120 117-230 1-210 1.4% 0-088 0.2% 47% False False 17,939
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-082
2.618 119-001
1.618 118-271
1.000 118-240
0.618 118-221
HIGH 118-190
0.618 118-171
0.500 118-165
0.382 118-159
LOW 118-140
0.618 118-109
1.000 118-090
1.618 118-059
2.618 118-009
4.250 117-248
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 118-165 118-195
PP 118-163 118-183
S1 118-162 118-172

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

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