ECBOT 5 Year T-Note Future December 2014


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 118-170 118-162 -0-008 0.0% 119-010
High 118-190 118-205 0-015 0.0% 119-040
Low 118-140 118-157 0-017 0.0% 118-130
Close 118-160 118-182 0-022 0.1% 118-170
Range 0-050 0-048 -0-002 -4.0% 0-230
ATR 0-081 0-078 -0-002 -2.9% 0-000
Volume 113,958 996,396 882,438 774.4% 176,957
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 119-005 118-302 118-208
R3 118-277 118-254 118-195
R2 118-229 118-229 118-191
R1 118-206 118-206 118-186 118-218
PP 118-181 118-181 118-181 118-187
S1 118-158 118-158 118-178 118-170
S2 118-133 118-133 118-173
S3 118-085 118-110 118-169
S4 118-037 118-062 118-156
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
5 119-000 118-130 0-190 0.5% 0-080 0.2% 27% False False 252,614
10 119-120 118-130 0-310 0.8% 0-082 0.2% 17% False False 130,978
20 119-120 117-230 1-210 1.4% 0-088 0.2% 51% False False 67,582
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-089
2.618 119-011
1.618 118-283
1.000 118-253
0.618 118-235
HIGH 118-205
0.618 118-187
0.500 118-181
0.382 118-175
LOW 118-157
0.618 118-127
1.000 118-109
1.618 118-079
2.618 118-031
4.250 117-273
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 118-182 118-195
PP 118-181 118-191
S1 118-181 118-186

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

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